Contribution pages using price sets will not save with pledge settings enabled, meaning that pledges can not be either created or, in the case of pledges already created, fulfilled using these pages.
The two screenshots below show the issue as recreated on the demo site. In the first, I have set pledges as enabled on a monthly basis. After that, I pressed "save and done," and went directly back into the editing options. the second image is what I saw at that point. The pledges were not checked anymore.
This bug is not present when not using price sets. It is something about the price sets specifically that are making pledges impossible.