When using the JNLPLauncher nested inside of a DelegatingComputerLauncher (from slave-setup plugin to start/stop instances on demand), settings such as tunnel, vmargs, and RemotingWorkDirSettings are not reflected in the provided slave-agent.jnlp.

The problem is simply that the slave-jnlp.jar.jelly does not handle nested launchers.
https://github.com/jenkinsci/jenkins/blob/39dfa055b0e3bcf3a0fdb1f12c0de9673ab8581c/core/src/main/java/hudson/slaves/SlaveComputer.java#L673-L676
https://github.com/jenkinsci/jenkins/blob/39dfa055b0e3bcf3a0fdb1f12c0de9673ab8581c/core/src/main/resources/hudson/slaves/SlaveComputer/slave-agent.jnlp.jelly#L62-L84
It seems that this doesn't result in an error because field accesses in the jelly script are dynamically typed.