Something is up, I changed mine with no issue at all. I always run my system as Admin(4 kids will teach you to be the only one able to do that fast ) , I just ran Steam in admin mode and went to the .exe and unchecked it then hit the apply box for the .exe properties and was done. What version Windows are you running, because you should be able to change that easily, so somewhere we have missed a step getting you into ADMIN or with my poor instructions on the way to do so , in our communication process here .
If you cannot change that, its important that you test another file, of any kind and see if you can change it, test a couple, both in Steam and just a non Steam file. Does not matter which but unless we missed something in the steps, then theres more going on on your end. That said , the actual problem you are having is all to real , and frustrated me for longer than I like till I thought about what would actually cause something like that. There are very few things that do, and the only change that was made for me, was the small updates to my CMANO and the DLC that go with it that happened yesterday, so we know who/how it has occured , just need to sort out the Why , is it in error , or is there a reason they changed it . I have seen no mention of it and I have looked for one, still in process of doing so.