If you toggle that option it should (and does here) pop-up a message telling you that the change won't take effect until you restart Opus.
You don't have to kill any processes, either. See the FAQ on How to Exit Directory Opus.
IMO, there are definitely some items scattered throughout Preferences which should be moved into the Display category. This particular option, though... I'd be inclined to hide it even further by putting it in Misc-Advanced with the other stuff people shouldn't touch unless they really need to. I don't think anyone would really want to turn visual styles off for Opus, unless they wanted them off system-wide.
(The option can be very useful for testing and development, including plugin development, so I don't think it should be removed completely. Just hidden away from curious clickers. 
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