That may very well be. Another perspective is this….I sell software apps to lots of people. Every now and then someone contacts us and tells us our app doesn’t work on their machine. I guarantee you we don’t tell them “well, it works on lots of other machines so it must be you…have a nice day”. If I sell (or even make something for free) that’s supposed to work on some environment, then it’s our problem when it doesn’t. And if we can’t fix it it will be because we know specifically what is wrong and why it can’t be fixed.
I don’t remember seeing anything in the description for Contact Form 7 that it only works with the default theme, for example.
Now, we are using a theme we purchased, running on the latest version of WordPress. We haven’t changed its code in any way. There may very well be some incompatibility that needs to be resolved either in our theme or in the plugin.
But the error message “Are you sure you want to do this” provides absolutely zero information as to what might be wrong. I don’t mind getting my hands dirty, looking through the code if necessary, but it sure as hell would be useful to have some insight as to what Contact Form 7 is trying to do when it fails to save changes.