anonymous user,
If you are not able to make changes to the NSG and if you are getting an error, then something is wrong in the backend and that needs deeper investigation as why that happened. As you have already applied the workaround by creating a new NSG and applying it, I suggest you creating a support ticket for finding out what happened on that instance.
I haven't seen this kind of issue with NSG. It looks like rare case.
Regards,
Karthik Srinivas