Character menu asks if you want to save your character on exit (#29875)

* Character menu asks if you want to save your character on exit

* Fix

* Another fix, little mistake by me

* Update Content.Client/Lobby/UI/CharacterSetupGuiSavePanel.xaml.cs

---------

Co-authored-by: metalgearsloth <31366439+metalgearsloth@users.noreply.github.com>

Content.Client/Lobby/UI/CharacterSetupGuiSavePanel.xaml.cs

@@ -0,0 +1,21 @@
+using Robust.Client.AutoGenerated;
+using Robust.Client.UserInterface.CustomControls;
+using Robust.Client.UserInterface.XAML;
+
+namespace Content.Client.Lobby.UI;
+
+[GenerateTypedNameReferences]
+public sealed partial class CharacterSetupGuiSavePanel : DefaultWindow
+{
+    public CharacterSetupGuiSavePanel()
+    {
+        RobustXamlLoader.Load(this);
+
+        CancelButton.OnPressed += _ =>
+        {
+            Close();
+        };
+
+        CloseButton.Visible = false;
+    }
+}