First of all - thank you very much for your feedback - we always welcome your comments to help drive continued improvements to the product platform. The problem that you are encountering with Ultiboard 9/10 has come to the attention of the Electronics Workbench Group R&D team very recently. Based on the importance of the issue, R&D has given it a very high priority. It is currently being fixed (and tested) and it will be available in the next update for version 10.
For anyone currently facing the same issue with blind or buried vias in Ultiboard, the workaround is to avoid loading the properties for that via. Simply place the via in the board and do not call its properties after placement. Currently, loading the properties (double-click or by right-click>properties) resets the via settings and causes it to become a via that crosses all layers. If you accidentally load the properties, click Cancel and it won't modify the via. Clicking OK or Apply will reset the via to a through-board via. If you have currently some vias with this issue, you can 'replace' them with new vias and the error will be eliminated.