Contact the TAC with your IOS version details, when things like that happen is due to bugs, so either they can suggested a fixed version, or a workaround, that can be as drastic as rebooting the router.
This is because the RD association with the VRF is not yet deleted, practically i've noticed this happening frequently when this is the last VRF to be removed on the router (no other VRFs left), check the following:
R1(config)# sh ip vrf
Name Default RD Interfaces
* m 1:1
* Being deleted
If you try adding rd 1:1 to another VRF the router will give you the "% Cannot set RD, check if it's unique" error, you must make sure that VRF is permanently deleted, this either takes time, or do a no ip vrf m a couple of times to make sure that it is permanently deleted and that the RD is now free to be used, like Paolo said this may be a bug, but i am not aware of it, this is how i work around it.
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