Try this:
1) Set your manifest to use a full screen theme (thereby hiding the status bar)
2) Create a set of nested preference activities, and have the innermost activity open a ListPreference dialog.
You will find that opening this dialog causes the status bar to briefly re-appear, and it will then permanently re-appear if you change the device orientation.
Is this a legitimate Android bug? Is there a way to override the theme used by ListPreference itself? (Relevant?)
This bug appears in a number of different ways surrounding full screen activities. Clicking on a spinner with more items than fit on the screen for example. If you would like to submit a bug report it belongs here.