Often when saving/exporting a file from illustrator i'll move through the various steps; naming the file, choosing a location, adjusting the settings etc, then just as i go to hit 'ok' on the final window i'll realise i forgot to adjust a setting in an earlier window and so am forced to hit the cancel button and start the saving process again.
Obviously its not a huge issue but it would save a little time and frustration if you could just click a back button rather than having to start over.