This is still a known, unresolved issue in MySQL Workbench 6.3.9 build 10690321 CE.
My workaround is to go to File > Export > Forward Engineer SQL CREATE script , and then create the script using one of the options in the Scripts menu (or in the terminal).
In the bug report, there is also a suggested solution by Matt Whitney that uses the Sync Model feature:
I have the same problem on Mac OS X 10.11.6. As a Partial Workaround I was able to use the "Synchronize Model" function for all my changes so far in a database that was already created. Perhaps creating an empty database and using the Synchronize Model will work for those who want the same functionality for the Forward Engineer.
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