I forgot to mention that I also could not create a new Collection in the next version of Windows Maps when I did the testing above. Same error as when I tried in Bing Maps. As I mentioned in the other thread on Windows Maps, I'm only going to test the next (beta) version of Windows Maps. I'll let Terry do any necessary testing in the release version.
I was successful today creating a new Collection in Windows Maps.
A new build of the next version of Windows 10 installed itself in my Windows 10 Insider Fast Ring virtual machine overnight. It includes a new version of Windows Maps.
I was able to create a new Collection and place a couple of my Favorites in it. I then went to Bing Maps online and checked My Places. The new Collection appeared there, complete with the same contents as I created in Windows Maps on the PC.
It looks like Bing Maps and Windows Maps are quite happy to sync everything in My Places.