As of version 10.5.1 this is the expected behaviour. The Release Notes state:
On Configure | Custom Counters the initial state of a newly added Custom Counter is not selected. You are now required to select connections appropriate to the Custom Counter.
This solves the problem deselecting numerous connections that are not applicable to this Custom Counter and execution failures on connections where the Custom Counter is run and it is not applicable for the Custom Counter to run on that connection.
