Local changes to texmf.cnf?

[Gregory Heytings]

Hi,

I use Debian's distribution of TeX Live.  The path of the texmf.cnf file 
is /usr/share/texlive/texmf-dist/web2c/texmf.cnf, and it says:

If you modify this original file, YOUR CHANGES WILL BE LOST when it is 
updated.  Instead, put your changes -- and only your changes, not an 
entire copy! -- in ../../texmf.cnf.

However, creating a /usr/share/texlive/texmf.cnf file with the following 
content:

openout_any = a

seems to have no effect: the default setting (openout_any = p) from the 
main texmf.cnf file is still used.

Am I doing something wrong?  Or is this some (possibly Debian-specific) 
bug?

Thanks.