I'm using Safari, I have similar issue.
In Cookies 6 the history is checked for deleting but it doesn't delete automatically NOR manually. Wondering whats wrong? latest version 6.0.10
Yes the Enable automatic removal is on in the main window. (Restarting safari and Mac, doesn't fix it)
yes this issue has been like this for a while now.
MY current settings. Safari and Cookies 6.