When using the Column Properties dialog, it is very easy to spend time adding/editing several new calculated columns (using a child "Insert/Edit Calculated Column" dialog with it's own OK/Cancel buttons) and instead of clicking the OK button to commit the multiple changes on the parent dialog, accidentally hitting cancel or the esc key resulting in all of the edits being lost.
There should be a warning dialog if changes have been made if they are about to be discarded. For example:
------------------------------------------------------------------
Canceling Column Properties Edits
------------------------------------------------------------------
You have uncommitted changes:
2 new calculated columns were added
1 existing calculated column was edited
Are you sure you want to discard these changes?
|Yes| |No|
[ ] Don't show this dialog again
------------------------------------------------------------------
This is especially confusing since the uncommitted new calculated columns are displayed in table visualizations until you hit cancel.
A similar warning dialog would be useful on the python script editor. It is very easy to hit the escape key when attempting to cancel an autocomplete drop down but instead the esc key press gets picked up by the dialog and exits the script editor any loses any unsaved changes.