Its probably because you set it to 'No', instead of 'Unset' for the registered users group. Since you are probably also in the registered users group, the 'Yes' in the admin settings will not overwrite the 'No', it can only overwrite the 'Unset'.
Anyhow, to determine where the issue lies, you should trace the permission setting.
ACP -> Users and Groups tab -> Manage Users -> Enter your name / click submit -> Select form: Permissions -> Scroll to bottom of page, there should be a YourName[Forum Permissions] table -> Then click the Trace Setting icon (
) next to the relevant permission/forum.
A table should now appear, telling you exactly why you can or cannot use that specific permission.