I’m unsure why this happens - the first keyframe can be set, but if you attempt to make one keyframe and then a new one later in the sequence, all keyframes after the first one are unresponsive. It may be the case that this happens after saving, opening a previously-saved animation, or opening and re-opening the animation editor, I’m not quite sure.
As of right now, I don’t know of a work around for this. It is nearly impossible to make animations using the Animation Editor. Also CTRL + Z doesn’t seem to work.