I am surprised. Note that this is a per card basis (i.e. different cards may behave differently). If you chose the option for one card, it may not affect another card (i.e. you may have to repeat this for the different cards you use).
FWIW, I just retested my previous instructions and they work for me.
I grabbed an SD card with some videos on it from my camcorder, inserted and nothing opened. Then in Image Capture, I switched to open: "Photos", ejected and reinserted the card, and sure enough Photos started. Did the same to set it to Final Cut Pro, and then finally to no application and it obeyed my instructions every time.