Hmm, I'll try downloading it somewhere other than program files then.
Found the time to check your games, and it seems it's a weird decision on the game's part.
Once you finish training, you will get an audible announcement, and a notification on the bottom right. Until you read the notification, you are still considered to be "In Training", even though it seems that you do have all the perks of the new rank. Not sure if you have to left click on the notification and get the visual "diploma" as well, or if you can right-click to dismiss it, but this did work with the second save, the one right after you gained the rank.
Try it and tell us if this work, otherwise it's back to the drawing board.