Yup just checked on my system it works as advertised.
In your PRV, in the top right hand corner there is a cross hatched square, click on it to show the PRV snap settings.
In the PRV go to View>Grid Resolution> Follow snap settings.
Change PRV snap settings and watch the grid resolution change.
As I suspected the Global (the one you used in your video) has to be on for the PRV snap settings to work.
HTH