I can't reproduce the issue. I tried using the mouse, keyboard, used the drop down in the "Print settings" tab and the one above the object list and I switched to non-modal window to show the print settings. The Export/Slice button always gets updated as soon as the amount of infill has been changed.

Which version of Windows do you use (see PrusaSlicer Help=>System Info, the popup allows to copy its content)?
How exactly do you change the infill density (a video could show details you don't consider to be relevant)?

I was hitting also enter btn during recording.

I cant reproduce on my system either. Changing infill % updates the button for me. Also on Windows 10 with the same build 19042 and 2.3.1

Ah I see now. It doesnt apply your change until you click into another field. So clicking on the background etc does nothing as the cursor in infill field is still flashing. If you click on something else that is editable then the focus changes away from the infill field and it knows you have finished editing it and so the slice now flag gets set.
Enter doesnt confirm as the field is still in edit mode, pressing tab to go to the next entry field (which is the brim tickbox) applies it and you get slice now.

When using the keyboard, I selected values from the drop-down list using the arrow Up/Down keys, but I never entered "own" values.

And you are right, pressing Enter after entering a value does not have any effect. You can observe this behavior for all editable drop-down lists, while Enter works as expected in other input fields.

The issue persists in version 2.3.3+win64 and I can reproduce it on Linux

Fixed in PrusaSlicer 2.4.0-alpha1.

Not fixed yet

Fixed with 83ab034