How to reproduce:
1. Open attached project "BugSubsceneRepro.zip" and scene "SampleScene"
2. Observe "Entity Debugger" (MyTestData is present, MyTestData2 is not present, expected)
3. In Project window, open "TestData" script
4. Uncomment all the commented lines, save the script
5. Observe "Entity Debugger" (MyTestData is present, MyTestData2 is not present, not expected)

Expected result: both "MyTestData" and "MyTestData2" are present
Actual result: "MyTestData2" is missing

Reproducible with: 2019.2.19f1, 2019.3.0f5, 2020.1.0a20
Coult not test with: 2017.4, 2018.4 due to errors in the console window

Workaround:
1. In Hierarchy window, select the SubScene (in this example "Cube" object)
2. In Inspector window -> SubScene component, press "Edit" button
3. In Hierarchy window, expand the SubScene object (in this example, expand "Cube" object)
4. In Hierarchy window, select the child (in this example, Cube)
5. In Inspector window -> SubScene component, change Data2 values
6. Save the changes
7. Close the Editor mode of the SubScene
8. Observe the Entity Debugger (both "MyTestData" and "MyTestData2" are present)