proc_coredump_filter_write() goes as follows:

"""
ret = -ESRCH;
<find task - goto out if fails>

<set bits>
out_no_task:
          if (ret < 0)
                  return ret;
          return count;
"""

So, even if successful, the default value of -ESRCH is used. The simplest fix is probably:

--- fs/proc/base.c.orig 2015-11-05 11:41:18.094788845 -0700
+++ fs/proc/base.c      2015-11-05 11:41:51.212157299 -0700
@@ -2488,6 +2488,7 @@
        if (!mm)
                goto out_no_mm;
 
+       ret = 0;
        for (i = 0, mask = 1; i < MMF_DUMP_FILTER_BITS; i++, mask <<= 1) {
                if (val & mask)
                        set_bit(i + MMF_DUMP_FILTER_SHIFT, &mm->flags);

Sorry, I don't have a git checkout at work so I can't tell you when this regression occurred. However, based on the behaviour of my system, I suspect that it's new to 4.3 - I was running 4.2.5 previously without issue.