This fixes a regression brought by 7f485998dd63c9685f0a470439c9b2ea127ef5c5

On skins2(tested on Linux), open and close the preferences dialog leads to a
crash, because the whole qt4 thread terminates unexpectedly.

This is due to setQuitOnLastWindowClosed set to true. As a dialog provider,
qt4 doesn't run any windows, and therefore just closing the preferences
 dialog box (via accept() or reject()) signals the qt4 thread to quit.
(cherry picked from commit 3326e7ef0e333e7a1aa6419c4547703dcbd23618)