Dataflow data gateway being changed upon takeover, unable to change back

I have experienced several times now with different gateways a problem whereby when ownership of a dataflow is taken over, the data gateway settings in the dataflow are changed and trying to change them back won't work.

The dataflows are cloud sources only (Azure SQL) but we have an enterprise gateway for on-prem SQL DBs (these queries are in their own dataflow). The data gateway under Options -> Project -> Data load is set to "(none)" when the dataflow is set up, but if another user (with the same rights on the Azure SQL DB) takes over, the data gateway is set to the name of the enterprise gateway and the queries in the dataflow time out and won't refresh.

We go into Options -> Project -> Data load, change the gateway to "(none)" again, there is a message that says this change effects all queries in the dataflow:

then click OK, however if we go back into options again the change hasn't been applied and the gateway is still set to the name of the on-prem gateway.

This seems like some sort of bug as the setting isn't being applied. I have tried unlinking all of the connections first before changing the gateway, but that doesn't have any effect. The only thing that works has been to create a new dataflow, which is a rather drastic and time consuming step...