I tried it on my system and got the same error initially because I had pyMessageLabel set for the Category parameter when using Property-Set-Messages. Once I removed the category, the rule saved successfully. Do you have a value for Category value?
I was using the same so I don't think that is the issue. I was just trying to think about what might be different between our two scenarios. Can you check the ruleset version to confirm if you are using Application Validation?