This is by design. Some of the navmesh properties (like AgentRadius) should be only changed via project settings. When 'build paths' is run in the editor the process checks if there are navmeshes on the map matching supported agents (or default RecastNavMesh properties) and if not it creates a new navigation data instance and operates on that one. Navigation data instances that do not match supported agents get discarded
When you create a NavMeshBoundsVolume, it automatically creates a RecastNavMesh-Default. You can change the settings of the nav mesh there. However when you change settings of this RecastNavMesh it will somehow lose the reference to the NavMeshBoundsVolume. If you then build paths and change the location of the bounds volume, it will recreate a new RecastNavMesh and the result is 2 overlapping RecastNavMeshes. Ideally when changing settings in the RecastNavMesh it will not lose it's connection to the NavMeshBoundsVolume and you can change the Agent settings successfully.
This was reported and tested in 4.20.3 (CL-4369336). This was reproduced in 4.21.2 (CL-4753647), 4.22 (CL-5159901), and Main 4.23 (CL-5236305)
Results: Result will be 2 RecastNavMesh-Default actors. The one that you changed in step 3 will not be working anymore. Instead a new one is created.
Expected: There is just 1 RecastNavMesh-Default and it still works together with the NavMeshBoundsVolume.
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-70894 in the post.