This behavior is only seen in 7.0. If you change the settings under the Document Properties to allow creating public and/or private bookmarks, it does not take effect until you close and reopen the document. Note that if it was disabled and if you re-enable, it will not take effect until you open it next time. Similarly, if you disable it, you still will be able to create the bookmark until it is closed.
Change your bookmark setting as desired, save the analysis, close and then re-open the analysis for the change to take effect.