I have no code using that, but I consider a better design if DBGrid would have only one "options" instead of three.
It's not just about
your code, but about all the code ever writen using it. I guess that's why they added new properties instead of reusing the one already there: backwards (and Delphi?) compatibility. I'd also prefer just one "Options" property but I understand (more or less) why that might not be possible.
Do you think it's worthwhile to open a feature request for that?
Yes, if you think it's important enough. In the worst case it won't be implemented, leaving everything as it is now, so you loose nothing; on the other hand, it might be implemented and you (and everyone) win that.
Although I'm rather pessimistic about it: there're probably lots of code out there depending on the properties being as they are: a change would mean that, for example, code that sets the options at run-time would have to be modified, etc.