That's normal behavior for the settings page, unfornatly -- it doesn't actually do the settings changes until it renders the bits that change the settings, which is /after/ it's sent out the <head> of the page. Similar effects can be seen all over, including elsewhere on that same page, and on the nodelet settings page. Similar, but not quite the same, is the behavior of the approval nodelet. There is a mechanisim that could be used to fix these cases, but it's in general not worth the effort.
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