In the new IDE Form designer when adding an event to a Control the Form Designer is systematically closed.
I don't find this behaviour very usefull. If I add some buttons on a form I would prefer adding directly the event routine frames like Sub Routine_Click / End Sub for all buttons in the Form Designer and then closing it normally to go back to the editor to fill in the routines.
In the old Designer there was a MessageBox asking if we would leave. Clicking on Abort the Form Designer didn't close.
I will explain. This specific behavior wasn't change. The "save your changes" mechanism was improved and this question now only appears if there was a real change.
However I also agree that it is annoying and will change it to just show a message box about the new sub and continue.