A bit too lazy to record a video, but easy to reproduce & describe.
If you edit a custom chart and have unsaved changes, then pause and attempt to replay / practice, then the "There are unsaved changes to this track, are you sure you want to exit?" prompt appears.
Hitting "No" will result in you getting kicked to the menu, but the unsaved changes will still be present if you re-enter the chart within the same game session; they disappear if you close and relaunch the game.
Hitting "Yes" after triggering the prompt with Replay will simply relaunch the editor with the unsaved changes still present.
Hitting "Yes" after triggering the prompt with Practice Mode will launch the player into a version of the editor where a single action will result in the unsaved changes disappearing, but can continue editing from there. Pressing the "Toggle Editor" button after will close the editor and place the player in practice mode; any changes that were made in the editor will be present in this session of practice mode, but disappear once the chart is exited. Attempting to exit while these changes are present will still trigger the "There are unsaved changes" prompt.