When there are build targets, which do not include correct platform, they are not displayed in Build toolbar. But it seems that Project -> Build options takes index number of choice in Build toolbar, and uses it as index number of project target.
So for example if you have project with 4 build targets
1. linux-debug (Target Platform: Unix)
2. linux-release (Target Platform: Unix)
3. win-debug (Target Platform: Windows)
4. win-release (Target Platform: Windows)
You open this project from Windows C::B. Your Build toolbar lists two targets:
1. win-debug
2. win-release
If you choose the second (win-release) option in Build toolbar, and go to Project -> Build options, it will act as if you had the second build target (linux-release) active.
Project->Build options is probably not the only place this bug manifests. For example if you don't have GCC compiler set in Windows C::B, it constantly keeps nagging you that you should set up GCC compiler ("Can't find compiler executable in your configured GCC search path..."), even though no project targeted for current platform uses GCC.