В общем, написал такой я код:

    public class DataType : INotifyPropertyChanged
    {
        public event PropertyChangedEventHandler PropertyChanged;

        int _value;

        public string Name { get; set; }
        public int Value
        {
            get => _value;
            set
            {
                _value = value;
                Debug.WriteLine($"{Name} => {Value}");
                PropertyChanged?.Invoke(this, new PropertyChangedEventArgs("Value"));
            }
        }
    }

<Window x:Class="BindingToSubProperties.MainWindow"
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
        xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
        xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
        xmlns:local="clr-namespace:BindingToSubProperties"
        mc:Ignorable="d"
        Title="BindingToSubProperties" WindowStartupLocation="CenterScreen" SizeToContent="WidthAndHeight">
    
    <Grid>
        <Grid.RowDefinitions>
            <RowDefinition Height="Auto"/>
            <RowDefinition Height="Auto"/>
            <RowDefinition Height="Auto"/>
        </Grid.RowDefinitions>
        <Grid.ColumnDefinitions>
            <ColumnDefinition Width="Auto"/>
            <ColumnDefinition Width="Auto" MinWidth="180"/>
        </Grid.ColumnDefinitions>

        <Label Content="Name"/>
        <ComboBox x:Name="cmbName" Grid.Column="1" Margin="3" DisplayMemberPath="Name">
            <local:DataType Name="Type1" Value="1"/>
            <local:DataType Name="Type2" Value="2"/>
            <local:DataType Name="Type3" Value="3"/>
        </ComboBox>

        <Label Content="Current value" Grid.Row="1"/>
        <TextBox Grid.Row="1" Grid.Column="1" Margin="3" Text="{Binding ElementName=cmbName, Path=SelectedValue.Value, UpdateSourceTrigger=PropertyChanged, Mode=TwoWay}" IsEnabled="False"/>

        <Label Content="New value" Grid.Row="2"/>
        <TextBox Grid.Row="2" Grid.Column="1" Margin="3" Text="{Binding ElementName=cmbName, Path=SelectedValue.Value, UpdateSourceTrigger=PropertyChanged, Mode=OneWayToSource}"/>
    </Grid>
</Window>

Вопрос такой: Почему привязка к cmbName работает в режиме TwoWay, но ни в какую не работает в режиме OneWayToSource?