Hi Markus, I just tried to replicate this in my lab by cloning the Guest Internet Access Only IP Firewall Policy, then editing the new policy, adding a block Facebook rule, saving, and then reopening the new IP Firewall Policy to see the new rule there. This all worked as expected, here's a video showing my work just in case I missed something- https://www.screencast.com/t/AnvP6HY1wPE9
Is that what you are doing? Would you be able to get a video showing your results? What you're describing sounds like a bug to me, but I just want to confirm that before I send you off to support. Thanks!