Cancel dialog text. Is this good?

I have a dialog that comes up when someone cancels creating a new piece of data.

They click cancel and the dialog says:

Screen-Shot-2021-11-17-at-11.59.41-AM

TITLE: Exist & Cancel New DataItem?
TEXT: You’ll lose any unsaved work.
2 BUTTONS: No, Keep Editing | Yes, Exit This

I’m worried this is confusing. What do you think?

Generally, while I understand you want to avoid people cancelling unintentionally, I think the affirmative action should be the primary one. I would assume they want to cancel, and we ask them to confirm this for their sake.

Switching it around as in your example feels a bit threatening. It might give the sense of having done something wrong, instead of a friendly reminder…

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Add colors to the buttons and you’ll be ok