This means that you no longer have to worry about creating your 6-second masterpiece all in one go. Instead, you can back out of a video that is in-progress, and still save it for later. This is especially helpful if you want to do any scene changes or costume changes while in the middle of shooting. While you are shooting, if you tap the X in the top left of the screen it won't give a deletion warning anymore, but it will offer you the chance to either save or discard your work.
Unfortunately, Vine for Windows Phone still hasn't quite caught up with its Android and iOS counterparts, because there is still no option to edit your video by moving clips around or deleting clips within a video. But, no doubt that feature is on the way.