Description of problem: I attempted to enter a multi-bug change from buglist.cgi, *only* changing the state of a bunch of bugs; all selected bugs where in the NEW/ASSIGNED states; selected new state was MODIFIED. bugzilla failed giving the "Um, you don't appear to have made any changes to any bugs" error. I added an additional change to a whiteboard field and it changed the states as expected.
This is a known issue and a solution is being investigated. A workaround in the mean time is to simply add a comment to the comment text area and the changes will all go through properly. The comment could be something as simple as "Changing bug to <some new state>.". Sorry for the inconvenience.