<Help> in above mentioned dialog wil lead to general "Options" Help, to reach the appropriate Help you will have to click additionally 'Libo -> Appearance'
Operating System: Windows 7
Version: 126.96.36.199 release
Already in AOOo 3.4.0, so problem seems inherited from OOo
for me not reproducible with LO 188.8.131.52 (Win 8.1) with German UI
Does this issue still persist for you or anybody else with the latest release of LO? Otherwise, we could maybe close this issue.
The appropriate help page opens correctly in 184.108.40.206 (Ubuntu 14.04) with Czech UI.
So I agree with closing - marking as worksforme (feel free to change the status if needed).