Change preferences sub-dialogs to be modal

This solves the issue where the parent dialog is closed and then
the child dialog is used.

This is however only a partial fix:

- Many other dialogs throughout the codebase do not currently have
  parent windows and need to be refactored.

- Not all window managers respect modal so users can still trigger
  bugs. We can be more defensive against this but it requires more
  refactoring.

Closes #2686

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