You need to specify a block state when doing setblock or fill if you want the block to reflect that blockstate. Typing;
/setblock ~ ~ ~ redstone_wire[east=side,north=side,south=side,west=side]
will give you the one you want.
Update; I contacted Mojang support about this and this was the response I recieved;
"I'm sorry, but we are unable to offer support for mods or modded Minecraft games. Mods are software that changes the way that Minecraft runs and are not created by Mojang. Because of this, it is not possible for us to know what is happening with the game when a mod is loaded."
Since this feature is in vanilla, I was pretty upset at the condescending AND misinformed nature of this response. If it reflects on Mojang at all, then I wouldn't expect this issue to be worked on, ever.
Same issue, no idea why it isn't working, the files work perfectly in single-player but when uploaded to realms, anything built in a custom dimension is gone.
Don't worry, support got back to me, here is their response when I said that the game was in vanilla, no mods;
"Unfortunately, all Minecraft worlds are stored locally, and are not attached in any way to your account. Mojang does not store any information regarding individual worlds, meaning that the world only exists locally on your computer or device. We are unable to recover your Minecraft world."
I would be laughing if this wasn't so frustrating.