I just spent half an hour pulling my hair out over this one.
I'm taking a site live, and one of my last steps was to enable Wordpress-SEO. I had "Ask Search engines not to index" selected during dev. I enabled your plugin and got the "Huge SEO Issue: You're blocking access to robots..." nag.
I click on the link in the message which takes me to `/wp-admin/options-privacy.php, Hit the "Allow search engines.." radio and submit the page.
When the page refreshes, I still have the nag and still have the noindex option selected.
After 30 mins or so of trying everything else, I try to make the change from /wp-admin/options-reading.php. That works.
It appears that options-privacy still displays, but does not update the db.
On this particular installation, I'm running multisite if that helps.
Keep up the good work.