I just tried it on my G3, everything worked except for Brightness?
EDIT: Looking at the Battery in Power Saving mode there's no option for Immediately, only the percentages listed and then the brightness will change.
TBH, I don't really use this feature. It's strange but I hate that I'm limiting what a Super Phone is supposed to do.
It's the reason why I spend the money on Extra Battery Kit or Battery Pack like my 6000mAh Powerocks so I don't have too.