When running drsosc on a raspberry pi, it seems the exit doesn't seem to work at all. This is true for the "exit" button on the window, or the file menu exit, or the "x" on the window. I end up having to kill drsosc manually from the command line. This wouldn't be such a bad thing except that it doesn't seem to store any settings when killed in this way. I'm wondering if anyone else sees the same thing, or if there is a fix out there, before I go and delve into why.
Unfortunately I don't have a pi here right now, so I cannot reproduce your problem. I checked on a linux system and it worked fine with wxWidgets 3.0.1 and GTK2 2.20. The wxWidget library sends an wxID_EXIT event to DOFrame::OnExit, which then closes the window. The destructor of DOFrame then calls SaveConfig() to save the current settings. Maybe you can debug this.