I'm not sure it can be categorized as a bug, but it's one of those things that make people angry :)
The most concrete example is:
- Go to a Project's Workboard
- Create a new Task from the column drop down menu
- Edit your task with a lot of useful information
- Press ESC on the keyboard
- Bye bye all your information
Expected result: An other dialog asking if you really want to close the window and loose your changes. It should probably behave differently than the Cancel button.