Disable Session setup modality

Is there a setting I'm missing to change the modality of the setting screens for sessions? I'm crawling through setting up all of my remote sessions, credentials, VPNs, etc and am finding it frustrating to have to close a settings screen so I can use the rest of the software to do something else through one of the open sessions.

Can the setting screen be set to not be app modal or is this a feature request?