When the advanced graphics settings box is open when changing levels, it stays open and cannot be clicked. The background still has the darkened look and you can open the settings box again by going through the options menu. The second instance of the menu can be manipulated like normal. However, upon closing, the old box is still there. I'm not sure if it can be controlled through other key presses.

...Makes it really hard to play, as it perfectly blocks your character.