Hi Mark,
Thanks for posting! It's always great to hear feedback on the usability around this wizard, as with it being the first thing that a user is ever presented with when they use NCrunch, it's very important that it's intuitive and useful.
Unfortunately it does seem to be impossible to provide a perfect answer with the wizard, as everyones use case is different. Some users have complained about the wizard being too long and scary, and having the option to cancel out of it early is important in order for them to have a good experience with the tool. The wizard then popping up every time NCrunch is enabled would likely be source of serious frustration for these people.
The general assumption NCrunch makes with the wizard is that if you were to cancel it, you would essentially be giving it the message that you aren't interested in any special features, or that you want to configure the tool manually. In either case, NCrunch will apply the most conservative settings possible in order to start running your tests immediately. These settings are basically the same as all the defaults that exist in the wizard, with the exception of not ignoring all the tests in the solution (which is normally specified by the last page of the wizard). If people cancel the wizard by error or accident, they can simply choose to re-run it from the NCrunch menu.
Something else many people are not aware of is that the wizard does actually have several different workflows to deal with different situations. For example, the first time you use NCrunch, you'll be asked every question. The next time you use NCrunch on a new solution, you'll only be asked questions that are specific to the new solution you're working with (as many of the other questions you answered would carry over). The goal is to make sure the wizard will only ask you the minimum number of questions needed to configure the tool to run in the present situation, and to make you aware of any configuration options that you really shouldn't be forgetting.
I hope this provides a bit of extra insight. Thanks again for the feedback!
Cheers,
Remco