I added a feature to save default options for each game.
On the Game Options dialog, there is now a "OK, and make default", when clicked the options are stored to disk (and dialog closes). whenever this game is selected the stored option are loaded from disk.
I also added a Cancel button to the Game option dialog. Also closing the dialog no longer modifies the game options.
I don't really like the "OK, and make default", but I could not come up with a better, since clicking the button, both closes the dialog and saves the options as default.