The dlls are loaded dynamically because they are plugins. The set of plugins can change at any time, and, of course, are added after program installation, so dynamic loading is the only option.

The strange debug behavior came down to that one setting and nothing more. One of the things about VS versions after 2010 is that more and more options have been added. New features have also been added, to be sure, but lots of things that were always available are now more flexible, and have options. For example, break behavior and exceptions used to be a fairly simple thing in 2010. You could essentially have it or not. In later versions of VS, this was broken into a widely nuanced set of options such that you can customize debug behavior in this area to a very fine scale.

In some cases, I don't see the point, but then again, I'm not supposed to. The point behind options is to give the ability to them what needs 'em. If you don't need them, then you don't have to use them. In this case, I kind of think the default wasn't well chosen, but it's just a checkbox.