Yes naturally I pressed Esc, and any regular form of backing out or cancelling the action. Closing the game just dropped me back into the exact same place. As far as saving: I'm new to Sims 4 but it appears to be autosaving fairly frequently, I'm not exactly sure where. I did save earlier, but it had been overwritten by an autosave. Eventually I realized I had two saves available to me: One where I was moved into an empty lot and had all my furniture from my previous house in my inventory, but otherwise all progress was up to date - or a version where I was still in the old house, but with many skills and such missing (earlier state). I managed to move back to the original lot, and just replace all the furniture manually without losing any skills or progress. I think I took a hit in cash, but I didn't have to cheat to continue so it worked out.
IMO there should always be a way to cancel whatever action you've just initiated. I can't believe this isn't accounted for during travel in this game, but oh well.
Now I save VERSIONS of my Sims.