How to properly set variables using templates in YAML?

From the minimal information you have given I can’t tell why you need to use a Choose action at all…

scene_lights_on:
  alias: Turn on lights
  description: Turn on lights to calculated preset
  variables:
    chosen_preset: |
      {% if condition 1 %} scene1 
      {% elif condition 2 %} scene2 
      {% elif condition 3 %} scene3
      {% endif %}
  sequence:
    - service: scene.turn_on
    target:
      entity_id:  scene.{{ chosen_preset }}
  mode: single