That's a slight bit of bugginess to be sure.
The old one will be be there if you restart. Is just a bit of UI bugginess.
To avoid this, create the new one one from the main edit screen using the New button instead of from the game room.
You might want to create a blank "new" weapon scheme for use from the game room.
That definitely should be fixed though, you're right.
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Oh, what the heck. 1PLXzL1CBUD1kdEWqMrwNUfGrGiirV1WpH <= tip a hedgewars dev