Go down to the Messages Per Page and try to put in 4 or lower. Every time you lose focus on the field, it will revert back to 5. While I know it's a bit insane to have such small amount of messages per page (even 5 is crazy) at least indicate that it's recommended to have 5 or above, or don't let it revert the field in case someone a bit mad does, in fact, want 4 or less pages per page.
At first I thought this was a bug, only to realize it was a more subtle way of saying "This is not a good idea." Actually saying it though will definitely save some people from scratching their heads over it.