Fresh install of WordPress 3.5.1 with WP Document Revisions 1.3.5, no other plugins installed, Twenty Twelve theme.
When I select a Workflow State from the Current State dropdown menu, my choice is not saved when the document is saved or published, and the All Documents list shows an empty Workflow State next to each document. When I return to edit a document, the Workflow State dropdown menu has defaulted to the first (empty) choice.
However if I click a document's Quick Edit link in the All Documents list and type a value in the Workflow States text area, this value is saved when I click Update.
Used with Edit Flow (0.7.6) this issue doesn't occur: Edit Flow's custom statuses appear within WP Document Revisions and behave as expected, replacing WP Document Revisions Workflow States.