Very interesting. I did some tests on this as i have never used the ' 'More on dent' / 'More on bumped' as that settings have always eluded me.
What works.... you need to have painted depth on that layer in paint room and use THAT SAME LAYER for the ' 'More on dent' / 'More on bumped' '. Hope that helps!
That three lines are on different layer from the brick layer(lower left). The protruding squarish obj is actual low poly geometry. The yellow dot on it was due to depth painted on it and i followed it with a non depth brush settings, which correctly captured it. Yellow is more on bump, cyan is more on dent.