So I did my first ever install of BG1 and I did the "conservative" fixes from the sticky.

I laboriously installed this-and-that from the BG1 tweaks. Today I went back and selected the Cosmetic module as I wanted to put helmets back onto my character.

After doing that, I chose "Quit" thinking it would close the dialogue interface. Nope. It uninstalled everything.

Oh well, I'm looking at it uninstalling everything knowing as soon as it has finished I'll be starting it up again and re-installing each module-by-module.

LOL... I guess.
Eh?

At the end of the dialogue box it says it has successfully installed pretty much everything I chose. Perhaps that's how the Quit works?

Boy this is difficult.

No it isn't. You are installing a mod with options. It stands to perfect reason if you quit in the middle of that you are doing just that: quitting, giving up. You walked away from the options being offered. Quit does not mean complete:

1. Option 1
2. Option 2
3. Quit

Think about it.

I think you misunderstand. I've already installed the mod. I wanted to modify a single already-installed option. Once that option gets modified I would expect quit to quit. Quit doesn't roll-back the modified option, it seems to uninstall then reinstall all subsequent choices.

That's because install order is important for a lot of things - so to ensure compatibility, it uninstalls the later tweaks, then makes your change, then re-installs the later tweaks as per your previous instructions.
It can be time-consuming if you've made a lot of tweaks, but it's worth it to avoid mucking up the game files.

That makes sense, thanks.