Hm. Okay, two things:

I’ve also had issues with rebinding key combinations/shortcuts. But with single keys, it worked fine.

But on my first attempt i used the interfaces wrong. Please recheck if you are rebinding a shortcut or a single key and make sure to use the representing menu for it. I myself used it the wrong way around but noticed it only days after…

Second thing: make sure to launch the app with admin privilidges. I’m not sure if it is actually nessesary for this to work but i would guess, yes. Since you are effectively rebinding keys of a different device, this might need some elevated permissions to perform.

If everything fails: you will not like this, but a bug report might draw just the attention to this problem.