When I forgot to “build” the model, the model I created got deleted. The worst of all, my model had many layers of children, it deleted all its children and parents as well. And there is no undo for this mistake. My suggestion is to pop up a warning like “There are some models in the scene that haven’t been built. Are you sure you want to close the ProBuilder window? The models will get deleted.” when user is attempting to close the window.
It should also be possible to “Undo/Redo” this. If Undo/Redo does not work, Unity isn’t a safe sandbox to try out things.
However, if you know how to reproduce this issue, Unity Technologies would probably be thankful if you could submit a bug-report as explained here:
… once you submitted the report, you receive a bug-report Case number, which Unity staff normally asks us to post in the forum thread.
Hi there! Super sorry about this 
We tried to make the “Preview Shape” clearly not permanent (bright blue and unable to modify it’s geo), but you are totally right, we should have also added some safeguards just in case, hate to think of you losing all that work
I’m opening a ticket for this now, we’ll make sure this can’t happen in the future! 
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Oh I never realised that. I thought it would save a working copy so you can just resume where you left off as if nothing happened.