Changing the clef in the Tenor staff does not shift an octave

Octave transposing voices in Dorico don’t transpose unless you turn on Notation Options > Clefs > Clefs with Octave Indicators > Respect octave indicator.

This is working exactly as it’s supposed to.

The history is that most instruments and voices that use octave-transposing clefs (piccolos, guitars, double basses, etc.) always play as though there’s a little “8” next to the clef regardless of whether there is. It’s so standard that publishers will often use an ordinary treble or bass clef, without the “8”. Add into the mix the fact that the makers of VSTs can’t agree on how octave transpositions should work for these instruments, and notation software developers are left with an obvious quandary.