Steps:
1) Open Editor
2) Open Animation window (Ctrl 6)
3) Create some object (e.g. Cube).
4) Add Animator component to this object
5) Select object and press Add Curve button (left lower corner of Animation window)
6) Add some parameter of Animator

First, this parameter will be displayed red in the list.
If you try to change values of this parameter, keyframes would be added, but values will stay the same.
But if you go to curves window, the curves will look as values of parameters are changing

If it is expected that you can not change this value it shouldn't be possibe to add curves for Animator

-------------------------------------

EDIT:

I'm changing this bug into something else related. You shouldn't be allowed to animate the animator component itself so those should be filtered away from the dropdown to begin with.