Well, I have a macro for this, though I know this will not be everyone's cup of tea because it requires some setup, and will be quite limited compared to actual shuttle/scrub controls for multi-channel midi.
This is helpful to me, and I only post this to share something that might not be obvious. While it's a bit of a hassle to create, once done you have a way to switch tempos without the cursor jumping to a different bar:
Add tempo track and set to your actual tempo.
Create a new track version for the tempo track and set that to another tempo (I used half..)
Create two macros, and assign key commands to them.
Select the tempo track.
(Thanks Alexis for the idea, which now seems so obvious to me)