I noticed this a long time ago but I guess I never realized it was a bug. Basically, the property where you click is not set. You can even do this on a large group and try to set type, it won't work.
I'll look into it ... (eventually. I'm busy lately)
The bug was a particle #0 problem, where it wouldn't set the peoperties of a particle with id 0. Drawing a particle on an empty screen will create one with id 0, so that's why that bug happened.