In query there is a cancel button - so even if you have the user option of "always save query parameters on close" checked, you can get out of a query you started that you have decided NOT to save.

In query list - there is NO way out. You are stuck having to save it even if you do not want to, unless you uncheck this user option.

That is silly - it should behave in this way just like query - add a cancel button.