I guess it's from Xcode 7, when I add a UDID to the device list it doesn't seems to be linked to the provisioning profile used by Xcode to build. Since they have changed the way of refreshing the profiles, even redownloading the profiles doesn't seem to update the local profile, or the devices are not added by itunes connect to the profile before sending it to Xcode, I don't know...
Anyone has this problem?
I recently had to add a new device to a provisioning profile on the apple developer center, and I remember it not working immediately, but it fixed itself after a while.
Maybe try to delete the provisioning profiles, then remove the apple id account from xcode and log back in? That may trigger an update.