In the "independent window' mode of operation of the control
center. (What you get if you launch capplets from the
menus or from "Start here"), we have 

 [ Apply ]  [ Close ]

Selecting close, or the window manager close decoration just
kills the capplet without properly cleaning up. The
capplet API only allows cleanups as OK - apply and close,
or cancel - revert back to when the dialog was 
opened and close.

Not cleaning up causes various bugs in various capplets. Many
capplets don't sync their final state until [ OK ] or [ Cancel ].


It's possible that it can be fixed up capplet by capplet, though
this would be a hard-to-catch API change, but if not, all
we can support is:

 [ Apply ]  [ OK ]

Where OK applies and closes. 

 [ OK  ] [ Cancel ]

Where Cancel Reverts back to the initial state,
not to the last Apply.

(A hack, would be to make Apply 'OK and restart capplet',
but I think that would look really horribly awful.

And the window mananger close decoration has to be either
OK or Cancel.

Both the theme selector and window manager capplets display
the wrong choice when they are reopened after switching
theme / or window manager because they never save their
final state.