Comment 9 for bug 1394163

I stated it backwards in comment #6 - if ps_enable is 0 then the operation should fail, and if it's 1 it should work. Since you're reading it as 0 (which is the default) that means power save support is disabled and the operation is going to fail. iw probably just doesn't output an error message in this case. If you use iw to enable power save (sudo iw wlan0 set power_save on) then read the state (sudo iw wlan0 get power_save) you should find that it's still disabled.

Since everything seems to be working as expected I'm closing this as invalid. You can change the value of ps_enable if you want to be able to enable/disable power save manually, but be warned that it sounds like the reason that it's disabled by default is that power save is broken with ath9k.