When running the Bulk Changes Job on to change Agents on all Jobs, it does not apply the changes to Component objects.
Component Agent values can be updated using sql.
Run this for both Agents that you want to change from and to so you can get the Agents' sequence number.
SQL>select so_oper_seq from so_operators where so_oper_name='<AGENTNAME>'
Once you have both sequence numbers of the 2 agents, you can run the below statements.
If you want to check the count of how many Components you are going to change:
SQL>select count (*) from so_chain_detail where so_oper_seq='<from agent seq value>';
To update component Agent values:
SQL>update so_chain_detail set so_oper_seq='<to agent seq value>' where so_oper_seq='<from agent seq value>';
SQL>commit;