Reproduction steps:
1. Open the attached “ReproProj” project
2. Open the “Assets/SampleScene” scene
3. In the Hierarchy window, select the “GameObject” GameObject
4. In the “Test Script” Component, modify the “X” field value
5. Click the three dots menu for the Component and select “Modified Component” -> “Apply to Prefab ‘GameObject’”
6. Observe the “Go” field of the Component

Alternative reproduction steps:
1. Open the attached “ReproProj” project
2. Open the “Assets/SampleScene” scene
3. In the Hierarchy window, select the “GameObject” GameObject
4. In the “Test Script” Component, modify the “X” field value
5. Click on the “Overrides” button, select the “Test Script” and then hit the “Apply” button
6. Observe the “Go” field of the Component

Expected Result: The “Go” field does not lose its GameObject
Actual Result: The “Go” field loses its GameObject

Reproducible with: 2021.3.40f1, 2022.3.38f1, 6000.0.11f1

Reproducible on: Windows 11 Pro
Not reproducible on: No other environments tested