If this the not a bug but a feature please add a button to the Weather Editor that take this new weather conditions and set it for the play mode. Actual it is not intuitive.
For now it can be changed like:
* duplicate the state file in the weather and state manager
* inside the file set the "start state" to the desired start weather (e.g. "Cloudy")
* save it and point the manger to the this state file