Right now tl-setup does all its configuration gradually as you progress through the wizard. This isn't really the normal behaviour for these kinds of wizards. What usually happens is that you answer a bunch of questions, followed by one large "commit" stage at the end. The big obstacle towards fixing this is how to do error handling. If we do a lot of things at once, it is difficult to provide a good error message that clearly shows which part failed (and why). It is also unclear how to proceed from that point. We probably don't want to abort on every error as some components of ThinLinc aren't critical.
We've moved away from the Windows wizard model (where everything is executed at the end) to the GNOME model, where things change immediately as you interact with controls. As such, this bug represents the wrong direction we want things to move to.