Yeah, it’s confusing. It may should state, that this depends highly on the used DAW and the used automation record mode.
You can try this out yourself with the mda JX10 synth from the SDK. It has an automate-able program change parameter which changes other parameters.
Depending on the record mode, the DAW may write automation for the parameters the program change parameter is changing in an unpredictable way.
Best is to see this yourself.
Cheers,
Arne