First THANK YOU, that's really a very practical plugin, especially now that every idiot on the planet is running bots trying to hack into all my WP installs...
Anyway, there is a strange behavior of the "quick setup" tool and I think it's a bug.
I'm using a local instal on some subdomain, e.g. mylocalsite.sometestdomain.com
that I deploy into a live install : mysite.com
The WP URL in the WP setting > General is correct, i.e. it's mylocalsite.sometestdomain.com
However after running the "quick setup" the "Website URL" in the WP settings > General is set to the destination mysite.com.
The problem is : this settings make it impossible to preview any change I make locally... e.g. the "preview button" of the post : mylocalsite.sometestdomain.com/post1 is directed to mysite.com/post1 which isn't capable of producing the right preview of the post.
But manually changing the Website URL back to the local site makes it work again as expected !