Yes, you are right, I just check it as well. In the past I always used to convert between layers from the quick properties window - e.g. b/w a keepout to mech, or vise versa, but from AD17 (one of the latest releases) it was changed so that this quick change was not available any longer. I even contacted AD to see what is going on. Theirs response was that this was not possible any more and keepout primitives would just be able to covert only to available copper layers and nothing else - it sounded very strange to me at the time as I did not get the reasons behind the change, but did not dig deeper on this.