Forced to shut down VM guest to install SCSI hard drive on Windows Server 2012 R2 host

I am getting ready to convert some of my last servers from VMWare and Hyper-V - a process that requires a fairly large scratch disk. So I created one, and I noticed that Failover Cluster Manager seemed to be OK with the idea that I could add it without shutting the PC I was adding it to down.
And according to this article it's possible to connect a virtual hard disk to a virtual machine without shutting it down.
So we should be good, right? Eh, no.
BTW - the guest is a Windows 8.1 pro installation. The host is a 2012 R2 Hyper-V server. I attempted this operation from my own stand alone Windows 8.1 pro laptop with RSAT 8.1 loaded.
Anyway, I got as far as clicking on the SCSI controller, and telling it I wanted to add a hard disk. It even let me select my new scratch volume. As soon as I clicked ok though I got this.
Failed to add device "Virtual Hard Disk". It SAYS its in use by another process. Hmm, what other process would that be? I checked the Hyper-V management tool. Nope. Drive definitely finished building. I rebooted the guest. I rebooted my local PC. In every situation I got the same error.
So why doesn't it work? I have no idea.
When I shut the virtual machine down it lets me add the drive without error. So I did. And now Im ready for my converting tonight.
But I'd still like to know if this is a bug, or if I was doing something wrong, etc.