"AConnection->SetDataBufferSize(size)" is not the same thing with "rawData->SetBufferSize(size)".
The former is the public interface, and the later is the internal implementation.
Today your Connection::SetDataBufferSize forwards to DataBuffer::SetBufferSize, tomorrow you may change to that your Connection::SetDataBufferSize invokes some complicated logic other than DataBuffer::SetBufferSize. Nobody cares the changes as long as the public interface is the same.
So, I don't think there is any problem with your "setter" chain.