I consider this a bug.
Changing a post type from say Bugs to Question does not update the status types I can set based on the post type. I have to refresh the page in order to respond and have the proper status types visible.
We've fixed this bug.
Thank you for the bug report.
Oh wow it's been a while since I posted... This is still going on... So again, changing the original post type doesn't update the status types. I'm required to refresh the page to have the status types updated.
As you see above, we've fixed the issue a year ago. We've checked again and it works for us just fine.
Seems like you found some case when it doesn't work. Could you provide us step-by-step instruction (what menu do you use, where do you see changes, etc.) to help reproduce it and we will fix it.