Weird. Just tested on my development blog using the exact same settings you posted earlier and it works for me just fine:
http://img835.imageshack.us/img835/148/wppcustomposttype.png
The same happens if I change post type to post or page.
Try:
# Disable all other plugins and see if the problem persist. Specially if you're using a caching plugin.
# Switch to another theme for a second and check again (WordPress' stock Twenty Twelve theme, for example).