I think there's a bit of confusion here. I am not an NCE owner but I do use it on other layouts. So take all that follows with a pinch of salt. 
The NMRA DCC standard Advanced Consist is set and held in CV19 in each decoder. The consist has to be assigned a 2-digit address which is set in CV19. Any decoders with that address in CV19 are in the consist. CV19 also holds which direction the loco is facing in the consist.
Which functions are accessible by the throttle in each loco in the consist is set in CV21 and CV22. These settings are also set and stored in each decoder and they can be different for each loco. For example, you would likely want the motor sounds and brake function in all. You might not want the lights, bell and horn in a mid or trailing unit.
So an NMRA DCC standard consist should run on any DCC system using the 2-digit address.
Whereas NCE's proprietary advanced consisting is different. It adds extra features on top of the NMRA standard but some of those have to be stored in the command station. For example, when you make up a consist with an NCE throttle, it does change the CV19s behind the scenes but you don't use the 2-digit address to run the consist. NCE adds on the ability to select any of the locos by its DCC address (cab number) and operate the consist. This is a very nice feature, imho. 
NCE's overlay also allows functions in the selected loco to be activated from the throttle, and some other neat stuff I'm not totally sure about.
So a NCE advanced consist made on an NCE throttle will only work on the command station where it was made. It won't run properly on a non-NCE system, and you'd need to make a new consist on any NCE system where you took your locos to run.
I hope I got this right, please chime in with any edits/additons.
Thanks!
