Dumb. The fact the panel lets you create an address at all means they are. When they are not, panel says "Cookies are required".
For what its worth I have used exactly the same and never had that problem.
If you're not getting the "Successfully added xxxxxxxxxxx! Note: It will take up to an hour for this new address to become active." message, it really looks to me as if there's some corruption in your settings at the DH end.