We report on the experimental and numerical observations of synchronization and desynchronization of bound states of multiple breathing solitons (breathing soliton molecules) in an ultrafast fiber laser. In the desynchronization regime, although the breather molecules as wholes are not synchronized to the cavity, the individual breathers within a molecule are synchronized to each other with a delay (lag synchronization). An intermediate regime between the synchronization and desynchronization phases is also observed, featuring self-modulation of the synchronized state. This regime may also occur in other systems displaying synchronization. Breathing soliton molecules in a laser cavity open new avenues for the study of nonlinear synchronization dynamics.