Give a brief explanation of PIN operation to users of the SIM Lock screen

I'm trying to set a PIN for my SIM using Settings. I follow these steps:

1. Open Settings
2. Click on Mobile
3. Click on SIM Lock
4. Enable "Lock SIM with PIN" (the Next button becomes sensitive)
5. Click on Next

The screen displays the following:

Which doesn't make sense as there is no PIN set. I can't enter the current PIN if there is no current PIN.

If I enter a PIN and click on Set, an error is displayed. I'm not sure if this is because gnome-control-centre is confused and thinks a PIN is set when one isn't, or because there was a lower level issue in ModemManager.