This happens to me all the time:
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I choose customize and close a toolbar, then decide against it and press "cancel" but the toolbar stays closed.
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I choose customize and the toolbars that are fixed now have a handle. I accidentally move toolbars, I then press "cancel" and the toolbars are not returned to their original positions.
IMO this is unacceptable, cancel should cancel ALL my customizations.
I see your frustration, I have done both of those before.
I guess it works this way because closing and moving toolbars are not a customisations of the toolbars. By that I mean you can do this without going in to customisation mode (assuming the toolbars are not locked). Customisation mode is related to editing of toolbars and its those customisations that are not saved when you cancel.
Still I agree, It would be nice if the cancel could be expanded to include these changes.