Windows 10 System environment variables don't stick
Did you try hitting OK to close the main Environment Variables window too? I just tried and when I edit the path and hit OK to close the Edit window, it doesn't show up. When I then hit OK and close the Environment Variables window, it shows up (after closing any existing CMD windows and opening a new one).
FYI, be careful with the steps you listed though. I find that when I hit New, then click browse and select a path, it ends up overwriting the previous path on the list instead of adding a new one. I've been hitting New, then typing something like "x". Then clicking Browse while "x" is highlighted to select the path. This looks like a bug with the new path editor.