Several times I have been working on an assignment rubric, then switch back to the assignment to add some detail or make some other edit. I do this, of course, without thinking about the fact that rubric is a separate thing from the assignment and that I must save it before editing the assignment, destroyed all of the changes I'd made to the rubric.
A prompt box to save the rubric before it lets you navigate away would be one solution, or having an auto-save feature so that your work is not lost for good is another.