"open all with current extension as..." doesn't seem to work

The "open all with current extension as..." feature in the bottom-right menu doesn't seem to work: whatever I choose, the checkbox remains on the filetype predefined by Sublime.

I wanted to use this to change .cgi association from Ruby to Perl.

I'm using the latest 2126 build, but this also happened with 2111 (I wasn't using the excellent Sublime Text before that).