What I can confirm is that this does work for me, so I don't think its a simple SEP product issue.
I have installed Win2008R2 and SEP 11.0.6a x64 edition (unmanaged).
I created a scan exactly as you have created yours. I set it to run at 2PM then logged off.
I noted that at 2PM, disk activity started, I logged in at 2:05PM and noticed that the scan was running, upon checking the logs I note that the scan started at 2:00:01 PM.
As others have said, how are you connecting to the server to create the scan? If you are using RDP, is it possible you aren't on the console session? This can cause issues as you don't get the proper registry loaded into memory and some changes can be lost when you logoff.
For reference, I created my scan while logged on to the server locally.