I don't know of any airline that would allow the user themself to modify the name fields. Most airlines charge a fee for making such changes!

I don't think it's really a problem - unless your status entitles you to seating benefits etc that you want to claim well before check-in. You can always add it during the check-in process (check in online, should open 30 hours before your first flight, or 24 hours if it's to/from the US).

I bought a ticket with an online travel agent yesterday that didn't allow me to enter my Flying Blue number as part of the process. When I got the PNR, I went over to the KLM website, clicked on "Manage My Booking", and under the "Passengers" tab was able to add my Flying Blue number.

I just went and had a look at the same reservation on the Air France website, and my FB number does not show up there. (It says: "Frequent Flyer number: not specified"). Adding it (again) on the AF website gives me the same result as what you have experienced - it appears to go through, then when you go back to look at the reservation, it's still "Frequent Flyer number: not specified".

In your case, I would advise you to look at the reservation via KLM. You will probably see that the number is already in there. If not, add it there, on the KLM website.

It's strange that the AF site would show 2 out of 3 numbers on a single booking as having been added, but then handles the third differently. But my guess is that, even though the AF website says your number hasn't been added, that it actually has, and that it will grant you whatever status benefits you may have despite not showing your number.

If the Flying Blue number is successfully added at any point prior to checkin - up to and including during OLCI - then the boarding pass will be generated with the number, and correct status.