NavMesh surface does not work for all orientations

Unity has video tutorials about this where it claims to simply add NavMeshSurface component to an object and rotate the object to any orientation to get behaviours like walking on walls, etc.

However, this does not work for all orientations. Here is what happens when I try it out for a random surface. Note that I have a script that rebakes the NavMesh for every left mouse button click.

Link to view my video

I have a scene in HoloLens2 where walls are generated at runtime and I want a spider to walk on them. So naturally, I want NavMeshes to get generated on walls irrespective of their orientation. Please help.