Not stopping user from exiting set up flow during setting up

[mathewleeza]

Dev Home version

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Windows build number

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Other software

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Steps to reproduce the bug

Description
During setting up process, the user can close the setting up window by accident, and currently there are no way of stopping them or double check with user before we exist the flow

Expected result

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Actual result

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Included System Information

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Included Extensions Information

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