Ulysses doesn't change quotation marks manually, it only uses a system feature called Smart Quotes to automatically substitute regular quotes into "curly" ones.

When using a different font, symbols which are not contained in that font are automatically substituted by symbols from another (similar) font which contains these symbols. Thus, is it possible that your current font doesn't properly support the quotation marks you're using and therefore the quotation characters are just substituted from the old font? It would be helpful for us if we knew which font you were using and to which one you switched.

Hm that's strange. We tested it with the fonts you used and the quotation marks changed absolute correctly. So font substitution is not the matter.
If you haven't done it yet maybe restarting Ulysses helps. Otherwise you could try if the quotation marks show correctly after cutting and pasting your text in Ulysses itself.