Is it a standalone modem? Cox does control all the settings and even firmware versions on user owned modems. And installing the perfered firmware version on a new modem can take a min after initial bonding is complete. I assume you either called and gave Cox the modem information or used that web tool.
And on most modems once they are connected to the provider, limited or no access to the modem firmware is the norm. You won't have almost any setup control even if you can access it. Or it won't carry over and be saved if it seems to let you do some config.