Coarse base change fails for some modular curves

For a congruence level $H \subset \mathrm{GL}_2(\hat{\mathbb{Z}})$, the formation of the modular curve $X_H$, i.e., of the coarse moduli space of the level $H$ modular stack $\mathscr{X}_H$, is known to commute with arbitrary base change in a wide range of cases. We exhibit infinitely many $H$, for instance, $H = \Gamma_1(4)$, for which this coarse base change property fails. In our examples failure is witnessed for base change to $\mathbb{F}_2$ and for any $\mathbb{Z}_{(2)}$-fiberwise dense open substack of $\mathscr{X}_H$. These examples fill in several open entries in a table in the book of Katz and Mazur.