I think you might just be misunderstanding how ConstructionSets work in OpenStudio. When you apply a construction to an individual Honeybee Face (OpenStudio Surface), it overrides the construction that gets assigned by the room-assigned ConstructionSet. So you should see that the Surface you are concerned about should still have the overriding construction assigned to it if you went over to the 3D view of your OpenStuido Application or if you checked the individual surface constructions in your IDF like so:
