I'm also finding the the Send Commands to only works when it's set on each individual command. when i set it on the profile, or on the main window, it does nothing. for instance if i set an individual command to "send to active window" then while i'm in Elite it works. but when i uncheck that box in the command, Then go to the profile settings and check the box to send (all?) commands to the active window, then when i'm in Elite and execute a command, it brings me back out to windows... because the command is not being sent to Elite (the active window).
in summary, it seems like the profile setting of Send Commands to, is not doing anything.