I have sent a bug report over a week ago now.
This warning comes up quite a bit, randomly, this time when I made a prefab instance into the scene in editor mode.
PlayMaker: Unhandled SetDirty: Missing Owner
UnityEngine.Debug:LogWarning(Object)
HutongGames.PlayMakerEditor.FsmEditor:SetFsmDirty(Fsm, Boolean, Boolean, Boolean) (at c:/Users/Alex/Documents/Unity/Playmaker/Projects/Playmaker.source.unity/Assets/PlayMaker/Editor/Classes/FsmEditor.cs:1716)
HutongGames.PlayMakerEditor.FsmEditor:DoDirtyFsmPrefab() (at c:/Users/Alex/Documents/Unity/Playmaker/Projects/Playmaker.source.unity/Assets/PlayMaker/Editor/Classes/FsmEditor.cs:2186)
HutongGames.PlayMakerEditor.FsmEditor:SelectNone() (at c:/Users/Alex/Documents/Unity/Playmaker/Projects/Playmaker.source.unity/Assets/PlayMaker/Editor/Classes/FsmEditor.cs:1244)
HutongGames.PlayMakerEditor.FsmEditor:SelectFsm(Fsm) (at c:/Users/Alex/Documents/Unity/Playmaker/Projects/Playmaker.source.unity/Assets/PlayMaker/Editor/Classes/FsmEditor.cs:1286)
HutongGames.PlayMakerEditor.FsmEditor:SelectFsm(GameObject) (at c:/Users/Alex/Documents/Unity/Playmaker/Projects/Playmaker.source.unity/Assets/PlayMaker/Editor/Classes/FsmEditor.cs:1224)
HutongGames.PlayMakerEditor.FsmEditor:OnSelectionChange() (at c:/Users/Alex/Documents/Unity/Playmaker/Projects/Playmaker.source.unity/Assets/PlayMaker/Editor/Classes/FsmEditor.cs:890)
HutongGames.PlayMakerEditor.FsmEditor:OnHierarchyChange() (at c:/Users/Alex/Documents/Unity/Playmaker/Projects/Playmaker.source.unity/Assets/PlayMaker/Editor/Classes/FsmEditor.cs:944)
HutongGames.PlayMakerEditor.FsmEditorWindow:OnHierarchyChange() (at Assets/PlayMaker/Editor/FsmEditorWindow.cs:368)
UnityEditor.HostView:OnHierarchyChange()
Moving a state around to force the fsm to set dirty saves the state position but not the variable change.
EDIT: It saves the value, everything but an assigned variable change in an action variable field.