I noticed that when I did a form import of an XML file, that the confirmation page did not save. I assumed it was because the "page" did not exist in Wordpress and therefore could not be set--but upon thinking about it, I could have sworn that I created all the pages and then did the form import. Perhaps I am mistaken, but you may just want to take a quick look at this.
On a side note, if this is the case, it would be a pretty good UX improvement to alert the user with a warning on the import--something to the effect of "Confirmation page does not exist and will not be set--do you wish to continue?"
Best.
