After click on ADVANCED: configuration form closes itself (in overlay)

This is certainly caused by some kind of javascript error on your site. This error might or might not be produced by custom modules/custom themes/other contrib modules. So do you see some of them in IE9?

Well things like this can only be caused by javascript errors, so waiting for one... :(
Personally i will not install IE9 to reproduce the bug, sorry for that.

Some additional info:
Several of us in a Drupal class also had this happen.
When the Views screen first appears, the Advanced column on the right side does not have anything listed under it. In order to see the Advanced choices we need to click on the blue word "Advanced" or click on the small arrow next to the word. If we click on the arrow, all is well, and the Advanced choices/options appear. If instead we click on the blue word "Advanced" (while no items appear under the word), the screen ends, closes down, jumps out, exits, (however you wish to say it), and anything (view/page/block/whatever) that has not been saved prior to clicking the blue word Advanced is lost.

Therefore a work around for this situation is:
1. Click the Save button before trying to display the advanced choices/options.
2. Click the arrow, not the blue word.

Note: we are using Internet Explorer when this happens.

We hope all this detail helps you experts to fix this minor but irritating bug. Thanks!

@ehil
The js code which handled the advanced toggle got some updates in the 7.x-3.x-dev version, can you please test it there?

I will try to test the dev version soon. My week is full right now. Thanks for looking into this for us.

I just ran into this issue. Maybe you can duplicated the issue.

I am running a local site with Acquia's stack 7.4.4 on a windows machine. The stack has D7.4. I just installed 3.0-rc3, set up a view using the default settings on the first screen. Click continue and clicked the Advanced button on the right. I was sent to the list of views page, I clicked the back button in the browser and was returned to the view with advanced expanded. I clicked advance again, was sent back to the list of views, clicked back button and was back in the view with advanced collapsed.

Also, this happened in IE8.

Here is my official answer, does IE8/9 provides some error displaying? This would be needed to be actually know why this happens.
I will not install IE9 to fix it, sorry.

My personal suggestion use a real browser.

FYI Which browser works for you?
I tried Chrome. But it doesn't run well at all on my PC.
I am learning Firefox.

Update status, since talked with some people on the views code sprint.

If this is still an issue, please reopen with clear steps to reproduce.