I can't tell you specifically why the alias doesn't update when you try to edit it the way you've done it. That said, I've noticed it's always best to rename fields/field aliases from the data dimension/measure menu as opposed to the worksheet itself.
Simply right-click the field you want to edit the aliases of and select 'Rename' (if you want the field name to be changed). See below.
If you wanted to rename the names of individual items within a field, right-click a field, select field properties, and then aliases.
Thank you for your help.
I want to avoid renaming the field itself as I am using the same measure in different views with different aliases.
For dimension, I need to indeed rename the field itself as I cannot change the alias of a dimension in a view.
I can however do it for measure fields. Except that in this case, this bug prevents me from doing so...
Strange... Guess, I'd need to raise this to support.