I tried it and it worked for me. ***EDIT*** in Designer 2.9.4
Here's the steps I took.
I had a PID View up from the PID1.dmd sample and it was configured to archive every 1.000 seconds. I turned on logging by hitting the REC button for about 10 seconds. See the data in the attached SimPID1.TXT (I had to change the extension from .csv to .txt). The rows' time/stamps are approximately 1 second apart.
With the PID View still up, I then went to the PID View Options for All Views and changed the Export/Logging Method log interval to 100ms. I made sure All Open Views was checked (in addition to New and Current). I turned on logging by hitting the REC button for about 10 seconds again. See the data in the attached SimPID2.TXT. The rows' time stamps are approximately 100ms apart, as I configured in the PID View Options dialog.
I then closed and re-opened the project and logged the data a third time, keeping the interval at the previous 100ms, and that's what it logged (see attached SimPID3.TXT).
Please describe what steps you took and what you are actually seeing. If you are in the middle of recording a log, I don't think that new interval will be applied until you stop that recording then start a new recording (is that what you are seeing?)