The new controls for steam locos (injectors, ejectors, etc) are not rebindable. The UI suggests they are, allows them to be changed, but once you do and click OK the keys still have their previous values.
I presume you have the steam loco bought? I checked this before it even got released (just after the patch on 30.06). If you can, then maybe this bug only appears when you don't have it? I don't know, I still cannot rebind them. I'll be buying the route at some point so I'll re-verify.