It's staggering that I've been using Photoshop for so many years, and this issue hasn't been addressed. I know it causes frustration for most users. It certainly has for me on a regular basis.
Scenario: you're using the polygonal selection tool, you've painstakingly clicked around myriad curves and corners, then BOOM...the selection area closes prematurely and you have to start over. It's hard to imagine how many groans of frustration this has caused the user base over the years. How has this not been fixed?
The solution I know every single user would be happy with is painfully simple: undo. You close the path accidentally, a simple undo should return you to the point just before the path closed. Now I'm no programmer, but I have to assume this is more complicated than it sounds or you'd have already done it. Either way, please find a solution for this. It's long, long overdue.