To be more clear,
situation is you compose SMS from within MPE.
and then your mobile is not connected or the connection with mobile is broken.
In that case-MPE does not save a copy of SMS you just wrote within MPE, but its destroyed.
Therefore, MPE would allow to compose and save a copy or even better, just go back to SMS edit screen, not letting SMS be irrecoverably destroyed.
Also, feat2: I did not test this but on SMS edit screen, is there an option to "save SMS as.." or to save it to drafts? If not, that would be very useful also.
Best regards