When direct interface is configured under forwarding-class-set and wild card is used to configure classifier/rewrite, classifier and rewrite-rules do not attach interface.
This is coming from the design and this KB describes the details of this limitation.

set class-of-service classifiers dscp dscp-table forwarding-class be loss-priority low code-points 000000
set class-of-service forwarding-classes class be queue-num 0
set class-of-service traffic-control-profiles be-tcp scheduler-map be-map
set class-of-service forwarding-class-sets lan-pg class be
set class-of-service interfaces xe-* rewrite-rules dscp rewrite-dscps
set class-of-service interfaces xe-* classifiers dscp dscp-table
set class-of-service interfaces xe-0/0/1 forwarding-class-set lan-pg output-traffic-control-profile be-tcp
set class-of-service rewrite-rules dscp rewrite-dscps forwarding-class be loss-priority low code-point 000000
set class-of-service scheduler-maps be-map forwarding-class be scheduler be-sched
set class-of-service schedulers be-sched transmit-rate percent 20
set class-of-service schedulers be-sched shaping-rate percent 40
set class-of-service schedulers be-sched buffer-size percent 20
set class-of-service schedulers be-sched priority low

root@QFX# run show class-of-service interface xe-0/0/1
Physical interface: xe-0/0/1, Index: 700
Maximum usable queues: 12, Queues in use: 5
Exclude aggregate overhead bytes: disabled
Logical interface aggregate statistics: disabled
  Congestion-notification: Disabled
Object                  Name                   Type                    Index
Classifier              dscp-default           dscp                        7

  Logical interface: xe-0/0/1.0, Index: 606

When direct interface is configured under forwarding-class-set and wild card is used to configure classifier/rewrite, direct interface config takes precedence. This is coming from the design and cannot be changed. So whenever using wild card to configure classifier/rewrite, its mandatory to configure forwarding class with wild card as well.
*This is a limitation and we do not support mixing it on the same interface.

In sample config, changing direct interface to wildcard will help solve the issue.

set class-of-service interfaces xe-* forwarding-class-set lan-pg output-traffic-control-profile be-tcp

root@QFX# run show class-of-service interface xe-0/0/1
Physical interface: xe-0/0/1, Index: 700
Maximum usable queues: 12, Queues in use: 5
Exclude aggregate overhead bytes: disabled
Logical interface aggregate statistics: disabled
  Congestion-notification: Disabled
Object                  Name                   Type                    Index
Rewrite                 rewrite-dscps          dscp                    37875
Classifier              dscp-table             dscp                    10791

  Logical interface: xe-0/0/1.0, Index: 606