Hmmm... can I ask what version of OmniFocus do you have installed, and what version of the OS your Mac is running?
When I work through these steps with OmniFocus 1.8.2 on my 10.6.6 machine, the applescript creates the action inside the "Test" project, even when that's underneath the "Test 1" one in the sidebar. We did fix bug similar to this a while back - if you do have an earlier build of the app installed, maybe it predates that fix?
If neither the app version or the OS versions differ, can you email our
support ninjas? It sounds like there's some small difference between our configurations that's causing your Mac to tickle a bug that my setup doesn't. We'd want to fix that. :-)
Thanks for the help with this!