When clicking on "Configure Trusted Domains" you are sent to the picker which shows domain that you just clicked on in the list and checked:

This leaves you in a very confused state because it is now checked. So the natural thinking is since it's checked, why did it ask me to open the link? So I cancel the quickpick, click the link again and I get the same message. After inspecting it further, it appears that the "Configure Trusted Domains" actually adds the entry and you have to click on "Ok" to apply it. This is extremely confusing as the user has no idea this was added, this list is always treated as a static list.

Additionally, looking back on our notes from the last ux sync, I thought we all agreed the actions would be: Trust Once, Trust Always, Cancel. And the "Configure" part was going to be a setting? It appears like this isn't reflected at all.