I guess you changed your recovery account successfully, but are not aware of the 30 day waiting period. SteemWorld shows an outgoing account operation change_recovery_account, but it cannot show the new account as recovery account, because it takes 30 days until the blockchain switches to the new one (for security reasons).

I will add an extra hint to inform the user about the waiting period ;)

Update
I found a solution to display a pending recovery account change.
This will be included in the next SteemWorld update: