It worked here in 47.5.
I selected the four points while holding the Shift key, then Finish. I got four Holes in the 3D Box.
The Part Tree does report one Hole. Changing a parameter for that one Hole changes all four Holes in the drawing.
I believe this may be "as designed". If you need the ability to change parameters for individual Holes, you will have to create each Hole separately.
Designer, Deluxe, Expert, Basic, Platinum
Windows 10, 64-bit