efficient frontier shift to the left when adding international bonds

Why does the efficient frontier shifts to the right when adding bonds. (volume 3 page362), compared to domestic efficient frontier shifting up when adding international stock (pg 355). Does this mean when adding bonds you have less return enhancement but some risk reduction? If so, why?

Shifting to the left means that the risk declines for the same level of return. It’s a diversification effect, not intend to enhance return.