I noticed this happening for me too, although it only seems to happen once in a while. I think the issue comes from the FSM or the state realizing it's not "selected" even though it's still visible in the PlayMaker window. Sometimes, as soon as I go to change the name, or even drag+drop an action from the action browser, this seems to update my selection and the FSM or state "realizes" it's not selected, and becomes unselected. The first input (such as character typed, or action added) still goes through, but the state or FSM becomes unselected.
I thought I was crazy when this started happening because I hadn't noticed it before, but now I wonder if something changed or if it's a known issue.
As a workaround, I always double check to make sure the object, FSM, and state that I'm trying to change are all selected properly. Even if the PlayMaker editor already shows what I want to edit as active, I make sure to re-select it by clicking on it again in the hierarchy (if it's an object) or in the PlayMaker editor (if it's a state on the already selected object.)