I'd rather to see the settings in the same windows (Avast interface).
But this could not be an unanimity and some users would prefer a second window (resizable).
My suggestion is on the middle: a docked window that:
1. Will open inside of the interface, using all left space (picture 1).
2. Users can "separate" the settings into another window (resizable), like it is right now.
3. Clicking in other menu entry will just get the user to close settings and go to the other page.
