This appears to be problem when it actually isn’t, so I’m mentioning it to maybe help someone else not waste any time more than as a Dorico bug report.
Anyway, using for example a Korg auv3, I select a different preset or sample - and nothing appears to have changed. You will have the same settings and preset name as before. It seems to be quite frustrating, especially if you are trying to use any features in the auv3 to audition the change. But press play in Dorico and the changes will then take effect. Not sure if it’s Dorico, the instrument, or just some instruments, but it was enough that I was getting dismayed for a time.