When I click button "Add new price" I can not change generic rules, default rules, currency, shopper group,... Any of dropdown menus from new price. I have tested this also on your demo site and it's the same.
Select add new price. Enter a price value then save. You can then continue to set rules etc. This has been the case since adding new price was first introduced.
In my production site I can add new price and change settings without saving (but I am not sure if I modified that so that this worked or was that available in one of first VM v3 versions).
So as far as this goes this is not a bug, this is just how VM is done and this will not be changed? Is there any special reason why dropdowns are disabled (while other settings can be set without saving first - like date/Quantity range)? It is really annoying, because when I save, prices are already live on site with wrong rules.
It is something to do with initialising JavaScript, which is obviously necessary for the dropdown options.