From the description of steps it looks like a bug.
The message is trying to say that due to the operation signature changes the Data managment requirement on operation signatures is becoming invalid hence it is going to disable Data management if the user continues with the signature change. But in your case this error message seems to popping up at a wrong place.
Can you attach the project you are using or a sample project which shows the problem ? It would help to debug the issue. Save the project just before you attempt to change the operation sigature in the last step. The service files are not required. Just the project files.
In the mean time I will try to create a sample at my end and try this workflow.