When you change the the benchmarks for an athlete, not all of your historical data is affected straight away.
The metrics that will change as soon as you change any athlete benchmarks are the percentage based training report metrics. These are:
Avg Speed %, Max Speed %, Avg HR %, Max HR %.
In order to change the benchmarks for all of the rest of your historical data, you must either re-import all of an athlete's files, OR trim/split the files and select the "Use current athlete benchmarks" tick box. When you do this, it applies the benchmarks to all of the athlete's zone data and high intensity outputs.