I've had the same issue with keybindings. I just don't think they're 'sticking', if you go back into the keybinding setup screen you'll find they're back to the original.
Mine stick. It even shows in the tooltip when I hover over the Map icon on the Minimap. It's odd that pressing my custom mouse button does not open the map but if I open the map using the icon and then click my custom mouse button, it detects that and closes the map.