Usually is just a matter of developer’s preferences. Sometimes it’s a bit challenging to apply the settings as soon as they’re changed (e.g. in a video game where you have to reload objects while being careful to remember their state), sometimes it’s just not feasible (applying the screen resolution as soon as the option for it changes can be annoying for the user) but most of the times it is just a choice, applying settings as soon as they’re changed is a pretty new thing so many developers are used to do this via an “Apply” or “OK” button.
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