If you modify an icon's properties, for example, xfce4-panel does not save the changes until after it closes. This can be frustrating if you never log out except during emergencies (in which you might not be logging out cleanly). I think close button in the item properties should immediately save the changes to disk.
First: This should not be a problem in Xfce 4.4. Second: http://bugzilla.xfce.org/show_bug.cgi?id=917
*** This bug has been marked as a duplicate of 917 ***