There are several feature restrictions in the SQL DB service on Bluemix compared to a regular DB2 database. They depend on whether you use the free service or the premium service. In the free service the user is mapped to a schema within a DB2 database and only has basic privileges. This cuts down some possible use cases for triggers.
Creating triggers is DDL, not DML. Success creating them depends on how the statement is executed. The "Run Query" interface can only be used to execute SELECT statements. To run something like a trigger you would need to connect a SQL client (e.g., IBM Data Studio, SQuirreL, ...) to the database.
Also note the required privileges to create triggers. The power of triggers is limited to your schema within and your privileges.