Unable to add key to recording Animation when changing values in Sky and Fog Volume

Steps to Reproduce:

1. Create a new Project with 3D Template
2. Open Package Manager window
3. Find High Definition RP and click install
4. In Project window right mouse click > Create > Rendering > High Definition Render Pipeline Asset
5. Open Project Settings > Graphics > Scriptable Render Pipeline Settings slot > Drag and drop HDRP Asset to this slot
6. Hierarchy > right-click > Volume > Sky and Fog Volume
7. Select Hierarchy > Sky and Fog Volume > Window > Animation > Animation > Create Animation
8. Click on Record button and made changes in Fog Properties

Expected Result:
Animation key should be added

Actual Result:
Animation key is not added

Reproducible on: 2020.1.0a10, 2019.3.0b8, 2019.3.0b4

Note:
1. 2019.2 and lower, HDRP as a package is not available
2. HDRP package introduced in 2019.3.0b4

Environment: Windows 10 and Mac 10.14