The dialog cancels out, so you lose everything you typed. This can be frustrating when using a computer with a low-resolution monitor and you need to scroll down to see the rest of the dialog.
Log into Cloudflare,
Choose one of the domains I own
Click on “Page Rules” tab.
Click the blue “Create Page Rule” button
Type something into the “If the URL matches” field.
On the right, click the browser’s scrollbar
Suddenly the dialog disappears and all progress is apparently gone.
Am using latest Chrome on Windows