Just a couple of things to note:
You CAN save your settings (some of them anyway, like toolbar changes) without closing Rhino. I have had the alias “sw” (“Save Workspace”) for years:
! _-Toolbar _Collection _SaveAll _Enter _Enter
That will save all your open /rui files in their current state without closing Rhino.
However, if you have another open instance of Rhino, closing that afterwards that will overwrite the changes, which is why I make sure I only do workspace editing with one Rhino open. It’s now an ingrained habit.
IMO, tho only way to change this would be to entirely remove the automatic overwrite of workspace files when Rhino closes. It could be replaced by a warning dialog if something had changed - similar to the one that already exists when we close a workspace file (see image attached). However, that will certainly be annoying to some.
Note also that there are a host of other settings that ARE saved instantaneously per open instance - such as various command options, etc. And, as Rhino also allows you to have different schemes, there are a lot of options that are saved by scheme, and different schemes do not overwrite each others settings.
With something as complex and open to customization as Rhino, no matter what is done, you can expect that it will work well in certain situations and less well others. That is just the nature of the beast, IMO, I don’t see an easy way to accommodate everyone’s way of working without running into complications somewhere.