I have googled this and have even found an old forum post here where someone asks the same question but nobody had an answer.
There is a PATTERN page and an INSTRUMENT page, and on pattern I can learn trigger notes, but the trigger notes on the INSTRUMENT page appear not to be flexible or possible to change. It’s a horrible user interface decision? A limitation of Groove Agent SE?
I have seen this working at times, but I have no idea why right now, it doesn’t work.