That was my thought, that there was a modal dialog somewhere that I couldn't see. However, I was unable to minimize anything in Affinity Photo and even when I clicked on the red, yellow and green close, minimize and full screen icons, it just beeped. I also tried using Mission Control, but was unable to see any dialog blocking things.
Oddly, I put my laptop to sleep, unplugged it from my display upstairs, and when I got downstairs the dialog finally appeared. I was able to save the file somewhere else and then quit. I use several different monitor configurations so that's probably part of the bug. I'm glad I left it open because it looks so much better than the one I redid in Pixelmator.
The Affinity videos are all available on Vimeo. The Apple TV app for the 4th Generation model is a very nice addition, but I previous watched them on my Apple TV using the Vimeo app, my Vimeo account and Airplay. Presumably, Vimeo works on all modern devices, including Android and others, including the iPad and iPhone. This is how I learned how to make selections. :)