Checking. One minute please.
Is this the public preview version, or the may 2017 dx9 version?
EDIT:
I am using the dx11 version. Just tried it there and the textures change for me before adding any builder parts, putting the choosen texture on them.
Also when I change the texture after that in the same slot, the builder objects change texture also.
Is this a new issue for you?
Intel(R) Core(TM)2 Quad CPU Q6600 @ 2.40GHz, 2400 Mhz, 4 Core(s), 4 Logical Processor(s), 8gb RAM, Nvidia gtx660, Windows 7 Pro 64bit, Screen resolution 1680 x 1050.