Hi Ian,
Can you make sure that in the Body portion of the "Step 6 - Thank you email" wizard you have a "Design" or "HTML" tab selected (and not Preview tab). These tabs are located on the bottom of HTML Editor control.
If that is not the problem you are experiencing, then I am not able to reproduce this problem. I was able to successfully enter data into HTML Editor on "Thank you email" step of the wizard and then was able to receive the "Thank you email" when I've submitted the saved form on my web page.
Can you give me exact steps to reproduce this problem as well as the browser you are using? What exactly do you see on the "Step 6 of 9" of the wizard? Do you see an HTML Editor with two rows of buttons at the top and "Design", "HTML" and "Preview" tabs at the bottom? If you can create a screen shot of the problem you are experiencing, it will also be great.
Thank you
Victor