This used to work many versions ago, but has been broken ever since (23.1).
If you make any speed adjustements and create an AE comp, then you get proper time keyframes in AE reflecting the speed change. But if you use "Frame Hold" on any clips in PP it will be treated as a normal playing clip in AE, no freeze frame.
I have reported this in the past, when that "bug" came up the first time, but didn't get any response. Do better, Adobe.