How do I stop transform from canceling if I click outside of the box?

You can make a PSUserConfig.txt file using Disable Click To Commit from this page:

https://helpx.adobe.com/photoshop/kb/enable-optional-extensions-photoshop-cc.html#disable_click_to_commit

This was changed because a large number of users were coming at it from the other direction: They were done with the transformation and wanted to get out of it with the mouse (without having to go all the way up to the cancel/apply buttons in the options bar). So Adobe came up with the compromise you found: If the mouse is near the bounding box, it can still transform. If the mouse is farther away, clicking escapes the transformation. This accommodates both groups of users.

The main thing to do is to simply pay attention to the visual feedback of what the pointer looks like. If it has a two-headed arrow, dragging will continue to transform. If it looks like the one big arrow, clicking escapes the transformation. So, as long as the pointer looks like a two-headed arrow, you’re still going to transform. If it turns into the big pointer, move it closer to the bounding box and when it changes to the two-headed arrow, it’s safe to mouse down.

I don’t know of a way to disable the ability to cancel, but the visual affordance above makes it easy to tell what’s going to happen next at the current pointer position.