I've once run into something similar - not being able to save files .styles
I use Sketchup For MAC and what I have found out was a sort of bug-ish:
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I normally use the LIST VIEW for my style window. That was the problem. I dont know why, but SU won't save any style if the window is with LIST VIEW...
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I just switched to LARGE ICON view and it worked.
How knows?... It might work for you as well.