Changing conhost settings without writing them permanently to registry/shortcut

Originally discussed [here](https://github.com/microsoft/terminal/issues/15458#issuecomment-1572902203).

# Description of the new feature/enhancement

In previous Windows versions, when you open console properties and change something, it was always asking you "Apply properties to current window only" / "Save properties for future windows with same title" / "modify shortcut that started this window":


It was quite useful: if you need to experiment with console settings (and if you develop non-trivial console apps, affected by those settings - you do), you just choose "current window only", and all your silly experiments disappear when you close this console window.

But in newer Windows versions that useful confirmation was removed for unknown reasons and the properties are now always quietly saved as if "save for future windows with the same title" or "modify shortcut that started this window" was chosen, meaning that all your silly experiments are now persisted immediately and you have to undo them later manually like an idiot. It is no longer possible to make changes *for the current session only*.

# Proposed technical implementation details (optional)

"Modify" and "Save" actions should be clearly separated.
One option is to simply restore the feature from pre-Windows 7 codebase.
Another one is to rework it to make it more obvious.

Start with the discussion linked in the issue and compare the current conhost properties behavior with the pre-Windows 7 codebase mentioned there. Determine where Modify and Save actions are handled, then make it possible to apply settings only to the current session without immediately persisting them.

Written by the indexing model from the issue text.