Of course this feature will work for some people. In fact, you'd be hard-pressed to find any feature where you can't find people advocating opposite sides. But both on this forum as in my office most people seem to come out against it.
Also keep in mind that what I'm proposing is having the option to discard changes. The only thing it would change for your office is that you'd occasionally have to click 'save' (ENTER) on a popup dialog when you try to exit a settings window with unsaved changes. Is that really such an unreasonable compromise?