Attributes are persisted. If it doesn't work for you it probably means that you are doing something wrong.
It is still not working on version 4.6.
Only when using the API everything works.
I also don't see any HTTP XHR call happening when setting an attribute in the UI.
Have you clicked "Save" on the user after?
No I haven't, that was the issue! Solved now.
I am trying to attach some custom data to a user object. I Was trying to use the attributes for this. But it seems they do not get persisted. Neither using the API nor the webinterface. Both return without error but the next refresh / api call returns an empty attributes field.