It's a bit of an inconvenience with no warning. If users are in the Facial Profile Editor and have for example used edit mesh to sculpt a morph and the user wants to render it first before baking CC4 will exit the FPE and enter the render options.
Suggestion: maybe if there is an unbaked morph and the user performs an action that will completely close out of the FPE and loose the morph, that the user will be reminded they have an unbaked morph and will loose it permanently if they continue.