When one closes KCMultiDialog with OK, QDialog::finished() can be emitted
before the clicked() signal of the OK button. This causes the following
sequence to happen:

- KCMultiDialogPrivate::_k_dialogClosed
  * deletes the KCModule
    - KCModuleProxyPrivate::_k_moduleDestroyed
      * sets kcm to 0

- KCMultiDialog::slotOkClicked
  - KCMultiDialogPrivate::apply
    - KCModuleProxy::save
      - KCModuleProxyPrivate::realModule
        * notices kcm is 0, so recreates it
        * calls kcm->save()
          - KWinDesktopConfig::save()
            * crashes because it expects kcm->load() to have been called

To avoid this, trigger the cleanup code in closeEvent() rather than when
finished() is emitted, as we can be sure closeEvent() is always called
*after* the methods connected to the button box signals has executed.

REVIEW: 118639
BUG: 334624