Completed all battles including Ullik, yet when i got to the exit, got the message i would lose all progress and would have to start over at beginning. And yes, i got the yardbird too. Change the message?
It's a standard message. As long as you killed the boss and got the experience logged, don't worry about leaving.
That message just means the dungeon will reset the moment you walk out the door - so you shouldn't leave if you haven't finished it yet. But if you have finished, no worries.
Alia Misthaven