If you attempt to do something that would discard any edits without saving them, such as change your selection, the widget warns you that you have unsaved edits that could be lost and prompts you to either confirm or cancel.
This is misleading. You receive the prompt if the edit window opens but no data is edited. There should only be a prompt if edits are made, not if data is loaded. You should not have to select Update to exit and avoid the prompt. I consider this a bug, please fix ASAP.