I have tried a couple times, with edits like http://musicbrainz.org/edit/17646842 to set the alias "Maaya Sakamoto" on http://musicbrainz.org/artist/b6c18308-82c7-4ec1-a42d-e8488bce6618/aliases to be primary for the English locale. Each time the edit appears to have been applied successfully, but the alias isn't updated and still doesn't have the "primary" flag set.
Was that one one which should have automatically been set to primary? (already had a locale set before the schema change)
http://musicbrainz.org/edit/17647960 worked fine, so it doesn't seem to apply to all aliases.
The locale on this alias was set to English in http://musicbrainz.org/edit/14899669 back in July last year - so yes, it did already have the locale set prior to the schema change.
I have successfully entered http://musicbrainz.org/edit/17705941 and http://musicbrainz.org/edit/17705951 and was unable to reproduce this bug.
Ok, I've found the problem. While individual edits go through, they cause all other aliases to lose their primary status.
In review at http://codereview.musicbrainz.org/r/1898/