When I am in white balance A, I get a "cannot proceed" message if I switch to the preset or even memory B. It stays in A.
I checked I am not in full auto etc. Not that it should make a difference.
I am using the EX-3. It's been a while since I had my Ex-1, so I am getting back up to speed. I cannot recollect this happening in the Ex-1, so I cannot see a fix in the menus.

On the EX1 that happens because the menu parameter is on "full" instead of "partial."

Must remember that while "cannot proceed" reads like an indication of a fault, it just means that the particular option has been over-ruled by your menu setup.