Maybe confirm Settings | Multitrack | Mixdowns | 32-bit and Settings | Multitrack | Pre-Mixing | 32-bit.
What steps are you following, exactly, after performing your edits and bouncing the edited version to an open track? Are you doing so within the multitrack or wave editor?
Edit to add: When editing (and if the above Pre-Mixing option is set to 32-bit) Audacity performs operations at 32bfp, not 24-bit. So after editing a 24-bit you'll want to dither back down to 24-bit (or 16-bit, depending on your preferences).