Save configuration on dialog exit

Fixes #11540

Follow up to #11493

Changelog is not necessary

Mandatory checks

• Change in CHANGELOG.md described in a way that is understandable for the average user (if applicable)
• Tests created for changes (if applicable)
• Manually tested changed features in running JabRef (always required)
• Screenshots added in PR description (for UI changes)
• Checked developer's documentation: Is the information available and up to date? If not, I outlined it in this pull request.
• Checked documentation: Is the information available and up to date? If not, I created an issue at https://github.com/JabRef/user-documentation/issues or, even better, I submitted a pull request to the documentation repository.