Shouldn't I get an Empty Test Step popup if I try to cancel without entering any steps?

Here's what I did:

Created a new Test in a test set

When the screen to add a step to this test case comes up, just click cancel:

Result: Screen flashes but stays on the screen to enter steps.

Expected: To give me the Empty Test Steps popup message and the option to continue or not.

(like it does when  I click Save and Exit)

If I say Yes to proceed, then it should take me to the Edit Test Screen

 IE 11 & Chrome v58.0.3