I don't see any change in behavior from v6.35. When typing "/anick drum_test" while connected, I get the following message in status:

* Your alternate nickname is now drum_test

Then $anick properly returns drum_test.

Are you sure you aren't mistaken?

By the way, keep in mind that mnick/anick are possibly different for each server window. Make sure you are typing /anick on a particular server, then opening the Options dialog while that window is still selected (or just type "//echo $anick").