Using FamilyTreeBuilder 220.127.116.116 when you create a citation and set the confidence value to "Unreliable" and save the person. When you re-select the person the citation confidence value has changed back to "(not specified)".
There is another problem when you export it to GEDCOM. All of the confidence values exported are one greater than they should be. The GEDCOM 5.5 standard requires a citation confidence (QUAY) value in the range 0-3. The values FTB is exporting are in the range 1-4 (although I have never seen a 1 as those values aren't being saved - see above comment). This causes a problem when these values are reported in a Book Report by "The Complete Genealogical Reporter" as the citation confidence reported is wrong.