This is a little bit of a touchy area. Most devices don’t like being asked to show settings when they are connected and, at one time, we completely disabled the settings button when devices were connected. Then we started to receive complaints that some devices can ONLY apply settings when connected. My advice right now is, unless you know your device supports it, always avoid trying to access settings while connected.
I’ll checked to make sure we are handling things as best as we can in this area (we are “catching” exceptions thrown in this area). Since there is nothing we can query to ask whether this is allowed or not, we can’t do much here. Bottom line is that you will need to disconnect to alter settings.