I select some action in Actions tab of Edit 'Some Format' File Type window, then choose Copy from context menu.
Then I close this window, open Actions tab for Edit 'Some Other Format' File Type window, then choose Paste from context menu.
Previously copied action is pasted, but the change is not saved permanently after pressing OK.
Directory Opus Pro 11.0.6.5144 x64
OS 6.2 (B:9200 P:2 T:1) SP 0.0
(but AFAIK such behaviour is not specific for this version)