Right now, the line numbers setting doesn't work correctly, and I don't
know enough about urwid/pudb internals to figure out why. Any help here
would be much appreciated.
Also, it would probably be a good idea to factor out the saving to file
so that it only happens when the dialog is closed.
The problem was that the change didn't propagate to the global dict as I
thought it would. So instead, we use the get_state() of the checkbox
(which is backwards by the way). ui.setup_palette() doesn't seem to be
necessary in this case, so I left it out. Anyway, it will still be
called when the dialog is closed.