We have measured X-ray magnetic circular dichroism (XMCD) spectra at the Pu $M_{4,5}$ absorption edges from a newly-prepared high-quality single crystal of the heavy fermion superconductor $^{242}$PuCoGa$_{5}$, exhibiting a critical temperature $T_{c} = 18.7~{rm K}$. The experiment probes the vortex phase below $T_{c}$ and shows that an external magnetic field induces a Pu 5$f$ magnetic moment at 2 K equal to the temperature-independent moment measured in the normal phase up to 300 K by a SQUID device. This observation is in agreement with theoretical models claiming that the Pu atoms in PuCoGa$_{5}$ have a nonmagnetic singlet ground state resulting from the hybridization of the conduction electrons with the intermediate-valence 5$f$ electronic shell. Unexpectedly, XMCD spectra show that the orbital component of the $5f$ magnetic moment increases significantly between 30 and 2 K; the antiparallel spin component increases as well, leaving the total moment practically constant. We suggest that this indicates a low-temperature breakdown of the complete Kondo-like screening of the local 5$f$ moment.