This may have been said before but I find this really annoying.
Sometimes I accidently create a sprite and not a tiled sprite and realise that I have made a mistake also when I am importing a sprite I may change my mind and cancel the import but Gdevelop still creates an empty sprite called Newsprite just a pet peeve that if I cancel it should cancel it entirely.
This happens to me too and it hits me one level below irritation. What would that be, resentment? Well not as bad as irritation but not something I would ever choose to feel if things behaved correctly.
Bit it is still saved in the resource and you can acces it and then create that object and there will be a search box like thing search the name of that file not that object that file because it saved everytime