[UX] Error Message Filter: not clear that not saved

### Environment

SaaS ([https://sentry.io/]())

### Steps to Reproduce

1. Go to any Project Settings -> Inbound Filters
2. Add "MyError" to the input box
3. Close the tab assuming it's saved (as the page has no global "Save" button).
4. Cmd+Shift+T

### Expected Result

Option A: Filter is saved and after (4) we see "My Error" in the input box.

I understand that currently we don't auto-save unless user field has lost focus to prevent incomplete matchers from being auto-saved before user has finished typing (it could be a big deal if "Error" is filtered even for [5 minutes](), basically loosing visibility into most errors, when user was typing in a much more specific filter). But it's also not great UX having customer to click somewhere else on the page.

Option B: Show an alert popup with "Save" and "Don't save" when customer tries to navigate (only if wasn't saved already). Or we could add a visual indicator that changes haven't been saved yet, e.g. an asterisk or "not saved"
OR
Just add an explicit "Save" button 😄

### Actual Result

"MyError" filter is not saved

### Product Area

Settings - Projects

### Link

*No response*

### DSN

*No response*

### Version

*No response*