Interesting, are you on the latest firmware? (If not see below.) The behavior that I see is I hold the key for the preset slot for ~2s and it saves, then switches back to the main Kria view.
One technique that may also work is to select a different preset slot from the one you want to save by tapping it once, but don’t tap it again since that would load that other slot. Then long-press the key for the target slot that you originally had loaded to save over that slot. This could prevent losing unsaved work since it would never try to reload the slot that you’re working with, since you never short-press it.
It is now possible (>= v2.0.0) to back up your presets to a JSON file by inserting a USB drive into Ansible, and then re-import them on a newer version, so you can update the firmware without losing your presets. To update from an older version, you can back up the contents of the module’s flash storage to an ansible.hex file, and I wrote a Python script that can convert the hex file to a JSON file that the newer firmware can load. The procedure is detailed here.