BTW working expected as here in a quick test, where I keyframed a moving object (a decal, as it happens) and set the override to that object, and in IR scrubbing through the timeline, the DOF tracked the object (Corona 8 latest daily just out today, hence the decal :) ).
Also just to check, are you sure the camera is controlling the DOF and not overall render settings instead, that you are viewing through that camera, and other such stuff (sorry, just trying to check all options even obvious ones, as not sure why this is happening for you)