When creating a row from a link-to-table field, clicking the + button in the row selection dialog opens a modal where you can enter values for the new row in the target table.
Currently, if you click outside the modal, it is dismissed without warning and all entered data is lost.
How about either:
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Displaying a confirmation dialog asking if the user really wants to cancel row creation, or
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Preventing the modal from being dismissed by clicking outside, and instead adding a Cancel button next to the Save button?