Hmm indeed.
As a rule of thumb: Anything related to the state of the emulation itself typically can't be toggled runtime (say CPU type, amount of memory, P96 emulation, bsdsocket emulation etc).
Things related to the WinUAE itself or the WinUAE GUI (say CPU emulation speed, whether some leds are displayed on GUI, or if the screen is output in window mode or fullscreen) are editable runtime.
I bet there are some exceptions though...