Mass update of leads fields from Campaigns to CRM

Mass update of leads fields from Campaigns to CRM

Hi there,

I'm currently working on Campaigns, and I would like to update some fields of the Campaigns in the CRM.
Please see the screenshot; in this case, I want to update the lead status. So I'm clicking on the tick on the left, and do a mass update of the lead status. The lead status is updated on Campaigns.

But when I check the CRM, the lead status is not updated. 
Please let me know how to proceed? I know there is some configuration to do, I've already done some (synchronizations) but that still doesn't work. 

Thanks. 

Regards,

Maëlys