The close button of the command line options window doesn't seem to work with Bitcoin-Qt 0.7.0 (and with a tarball from github I compiled a few days ago) on Ubuntu Lucid and Precise amd64. It simply has no effect at all. The issue is very easy to reproduce: just click Help > Debug Window > Command line options and you'll get the following window: 
Then try to close the button by clicking on the usual "X" button. Only the OK button closes that window.
As as side remark, note that currently the "OK" and "Show/Hide Details" buttons do not seem to have i18n support. They are displayed in English with languages translated at 100% on Transifex. It may also be useful to give users the possibility to resize that window so that the listed options can be read more easily.