I think this is a bug, but I honestly can't remember if this is the way it has always been or not.
When I set a path for ANY local media agent, the path is changed for the local media agent for ALL types.
I assume this is NOT the way it is supposed to work since the header in the pop up says "Local Media Assets (media_type) Settings".
Possibly related, the text above the text box where the path is display says "Local music video path" for ALL the agents, even though the header has the correct media type.
Mac OS X Version: 10.11.5
Plex Media Server Version: Version 0.9.16.6