Start with default mission and add a new script.
Edit the script with any valid input.
Click the Save, Sync button. You will be asked to make the script active and click yes.
When the "Choose a file" dialog pops up click cancel and then close the warning dialog if you didn't have the BeginMissionSequence command.
First thing to notice is that the script you created does not show up in the scripts folder even though the script has been synced with the GUI. Next close GMAT and reopen it. Click to add a new script and you'll see the script you just created pops up.
It seems that if you don't choose a filename, the script should not have been saved. To get a blank script when you add a new script you have to go into GMAT bin and delete the script GMAT created with the name $gmattempscript$.script