I wish that when done making changes in any of the Settings, when I press the green check mark, I will be taken back to the main Settings menu. Currently I have to press the green check then click the red X (which in my mind mean cancel) in order to return the the settings menu.

Yes you are right, these behaviours are to be improved, are a weak point of the application, I made act the apply button in such way to give the possibility to the user to recheck the settings before leave the form, but can create ambiguity.

I understand. It is easier to test multiple configurations with this setup. Just wanted you to be aware