This has been happening to me from the start. It is a bug that some people get that Brad can't quite kill, because he can't work out where it comes from, why only a handful of people get it, etc...
In my case it registers the change (my email is displayed on my profile page) but every time I edit my profile the drop-list is always on "Do not display..." so I have to remember to change it back.
It's a minor pain, but no great drama.
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