I have never encountered that behavior with the usual method (double click on the measure).

In the window that opens, verify the region/measure.

Some ideas:

1) Take a look in

Preferences - View

In the pane Measure Numbers the selected option is {Display Defined Measure Numbers} - right?

2) Check the Measure Attributes for (all) the measures before the key signature change / time signature change.

There is one of the measures that have the option {Include in Measure Numbering} de-selected - right?

The very combination of 1) and 2) can be the culprit.

For 1) you can safely change the setting to {Display Actual Measure Numbers} instead.

Do not worry; the change will not affect the printed layout.

It only affects the dialog boxes inside the Finale program.

Are you using the measure numbers to determine where the change occurs? Do you have a pickup measure that may be moving things forward?

I right click on the measure, and use the drop down to select or edit the time or key signature.