I am not sure if this is a bug that everyone will encounter, or it is a deliberate design. I am putting it here.
Steps to reproduce:
- Go to your preference page and go to your global preference
- Mark this specific option as global: "Allow emails from brand-new users"
- Close your webpage, and go to your preference page again
- Normally, when an option is marked as global, you can't change it anymore unless you checked "Set a local exception for this global preference". But for this particular option, you can change it.