Does the issue persists with all types of code. Try to save some analytics code like Google analytics, to check it it's being saved. Also, if possible, do share the code you are trying to save so I could dig if there is any bug. Code sanitization might be the culprit.
Sorry for the late reply. I have been busy since couple of days.
This feature is not built in because in most case <head> is sufficient. If you want to add some script to a limited number of page/posts then use standard wp_footer along with is_single or is_singular.
I could help better if you share the code you want to add.