I have gone to Pages on the left Wordpress column,
selected a Page title to Edit
gone to Page Attributes
in the Order box typed in 10 for my Home page, clicked Update
20 for another parent page
30 for another parent page
40 for another parent page
etc....

Absolutely no effect on the page order in the Menu 1 (Page Menu) bar.
I have installed the Exclude Pages Nav plugin, and check Include only for the parent pages above....

What am I missing

First have you applied all the 3.6.7 bug fixes as listed in New Versions and Upgrading?
Second why not just use the WP menu system instead if messing around with page ordering?

What do you have the 'Sorting order of Page Menu Bar' set to?