How to reproduce:
1. Open "SampleScene" Scene in the attached "Repro1149736.zip" Project
2. Enter the Play Mode
3. Observe that the Player does not Collide on the red Plane in the Game View
4. Change Collision Detection to Continuous Speculative
5. Press "Space" and Observe that now the Player is Colliding with red Plane
6. If you change Collision Detection back to Continuous Dynamic the Behavior still indicates that Continuous Speculative is active

Expected Behavior: The Collision Detection changes to Continuous Dynamic
Actual Behavior: The Collision Detection stays Continuous Speculative according to the Behavior of the Player

Reproducible with: 2018.3.14f1, 2019.1.1f1, 2019.2.0a14, 2019.3.0a1

Note: If you Deactivate and Reactivate the GameObject - the Collision Detection changes to Continuous Dynamic if it is selected. Could not test with 2018.3.0a4 and 2017.4 because the Continuous Speculative was introduced in 2018.3.0a5.