if you create a user and set the timezone from UTC to something else and update the user the message "user has updated" was shown in green bar, and it is displayed on the page.
But after reload or leaving the side it is switched back to UTC
I can reproduce this neither in Graylog 2.0.3, nor on current master (2.1.0-SNAPSHOT).
It took me a while to reproduce it, apparently it only happens for some time zones in the etc section. This is the error message in the server logs:
2016-06-21 18:25:48,636 ERROR: org.graylog2.shared.rest.resources.RestResource - Invalid timezone 'Etc/EST', ignoring it for user new.
The correct one according to http://joda-time.sourceforge.net/timezones.html would be EST instead of Etc/EST.
Also regarding https://en.wikipedia.org/wiki/List_of_tz_database_time_zones. Currently we store all time-zones that don't belong to an area into Etc.