Right now, the warning exists only if you leave the page without saving the widget. But if you have already created one and make changes to it and click the browser’s return button by mistake before saving, you loose everthing.
Folks, our former Wishlist portal, where our users shared their requests and suggestions, was transferred to this forum. You’re most welcome to vote, add new ideas, and leave your comments here — we surely will consider them all! 
Original Votes: 1