When trying to change the Evaluation Group originally assigned to your Questionnaire, the selection doesn't save.
If at least 2 questions in the same Question Set have been assigned to different Evaluation Groups, you cannot update their assignment under the Criteria section.
You can overwrite the assignment under the Questionnaire tab instead. To do so, select the Questionnaire you wish to re-assign, and select Edit:
From the Questionnaire, select the Questions you wish to re-assign and select Bulk Edit:
Select Change Evaluation Group and choose the Evaluation Group from the List: