If you select entities on the add missing entities tab, then navigate back before that tab, it will forget your selections.

Example way of reproducing it:

• Go to http://test.musicbrainz.org/release/add
• Enter some information, including an artist name, but don't select an existing artist.
• Click the tracklist tab and enter something there.
• Click the add missing entities tab and select an option for the artist you didn't select
• Click the edit note tab, realise you forgot something
• Click the release information tab, add some more information
• Click the edit note tab again - you're taken to the add missing entities tab again.