This behavior is reproducible. It looks like it creates the rule (or at least the entry in pr4_rule) but fails to find it when trying to open it. I would recommend entering an SR to have this looked into further.
Upon reviewing the associated Support Request, I see that an enhancement was submitted on this. I've added the Feedback ID to the original post. Please reach out to your Account Executive for next steps/if you'd like this in a future product.