Network Service Order not working

In System Preferences->Network->Set Service Order I have Thunderbolt Ethernet above Wi-Fi but this order doesn't seem to be honoured.

It will use Wi-Fi even when TB Ethernet is connected and working.

15" mid-2012 rMBP

I originally noticed it in OS X 10.8.5 but I've now u/g to Mavericks and it's still happening.

Someone on Apple Support Communities suggested (when I was running ML) deleting com.apple.systempreferences.plist which worked but after I disconnected the TBE and re-connected it, the problem came back.

I've repeated this in Mavericks with the same result.

Any ideas why? Known bug?

Annoying when doing things like back-ups as Gigabit Ethernet is faster than 802.11n