I don't know if this helps anyone, but I had the same problem with most of the instruments in the V-collection, exept those who have other save-options, like the Jupiter 8v and the Spark VDM.
I was trying to save these presets and banks on a backup disc, a Seagate GoFlex (I think it is), and that disk works perfect in every aspect, but it turned out to be the soursce to this exact problem, when I finally thought of doing it simple, and try saving it to the local disk or the D-disk, it works allright, but I have on idea why it wont save (I save it, but nothing gets saved on the disk).