I've noticed this too. I haven't figured out the pattern yet, but it will work sometimes. There is a particular font I use with several skins, and I had a dickens of a time getting it to set in the "final" release of WB4 (though some earlier betas seemed not to have any problems with it).
I finally got it work, but only after some unrememberable sequence of set, apply, ok, apply, cancel, reload, etc. I imagine what you're trying to do is along the same lines, and therefore *will* work if you can get lucky with the right series of button presses.
Definitely a teeny snafu, though. Hope a future build will resolve this issue.