To reproduce:

1. Open the project, attached by the tester (saveFileException.zip)
2. Open the "scene" scene
3. Select Main Camera in Hierarchy
4. Press "Click Me" button in the Inspector
5. In the Save File dialog, navigate to somewhere outside the Assets folder
6. Press Save
7. When the popup window appears, dragging it so that the OK button is on top of Click Me button (see the attached video)
8. Press OK
9. Press Cancel in Save File dialog
10. Observe console

Expected: the exception is not shown if the saving is cancelled after trying to save outside the Assets folder
Actual: exception is shown

Reproduced in 5.5.3p4, 5.4.5f1, 5.5.1f1, 5.6.2p2. 2017.1.0f2, 2017.2.0b2