The version you have indicated for Docky probably has come from the Docky Developers PPA.
As the developers them-selves say - this is unstable - and what you have found is a bug. You should file this as a bug-report on Launchpad.
My recommendation is that either you should stay with the version of Docky available in the repositories - or if you are looking for something newer but "stable", then look at installing from the Docky-Stable PPA
You will need ppa-purge
which is available if you tick the "Ubuntu Backports" in Software Sources. You can the purge the development docky PPA
sudo apt-get install ppa-purge
sudo ppa-purge ppa:docky-core/ppa
Then install the stable PPA
sudo add-apt-repository ppa:docky-core/stable
sudo apt-get update
Then you can pin gnome-control-center