You cannot change ‘Game View’ when using one of the orthographic views despite the fact that it affects how the ortho view looks. You currently have to go back to perspective, toggle it and then go back to ortho.
The cause looks to be in ‘Editor/LevelEditor/Private/SLevelViewport.cpp’
//@L1764
bool SLevelViewport::CanToggleGameView() const
{
return LevelViewportClient->IsPerspective();
}