IFMETransformationRequest.SetFMEDirective(s) method of .NET API seems doesn't work.
And I try Java API, there is no this problem.
Tested on FME Server 2013 Build 13264 x86.
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request.SetFMEDirective("x", "xx");
Debug.WriteLine(request.GetFMEDirective("x"); // here return ""
request.SetPublishedParameter("y","yy");
Debug.WriteLine(request.GetPublishedParameter("y")); // same object's GetPublishedParameter method return right value.