If you are adding a filter or some other automation that requires writing a query, the autocomplete often obscures the text of the query you are trying to write because the window is very small. If you press Escape to dismiss autocomplete to see what you are writing, the window closes, and you lose your work.

In other entries, like the issue search screen, pressing the Escape key dismisses autocomplete, so it is more likely you will lose your work because you have the muscle memory of pressing escape to dismiss autocomplete.