One workaround for situations where you want to get cleanly out of a field (drop-downs can sometimes need this) is to create a "dummy" field. Set it to allow entry. I use a Container field (with global storage), as it does not care what the font size is. You can make it really small, 1x1 pixel. Set it to be after your field in the tab order, so it gets focus. If you look close, you'll see it as a black dot. You can hide it behind something else (if there's anything handy to hide behind). It never has data in it, so never needs to be included in Imports or anything.
Interesting idea. I tried it and it didn't work. I made a dummy field and left it visible and large enough just to check the behavior. What happened is with the cursor in the editable portal field, I clicked Tab and the outlines of the dummy field became solid, ostensibly indicating it now had the focus, but there was no cursor showing and when I hit a key, I still got the dreaded message I was trying to avoid. Oddly, when I changed the tab order so that the dummy field was #1 and the portal field was #2, and performed the same experiment, I did not get the warning message, but I did get an audible beep out of the computer, so I guess that's kind of a workaround, at least as far as the warning message not coming up. In my case, I have a button on the screen, so I don't really need the dummy field - I just assign tab order #1 to the button and it behaves the same way.
I also discovered if I remove the check from the Tab checkbox of the "Go to next field using" property, then the Tab key acts like a Tab key on a typewriter, i.e. it moves the cursor up 5 spaces within the same field, and so avoids the warning message as well. I'm not completely thrilled with either method (audible beep or moving the cursor in the same field), but in both cases the warning message no longer comes up, so it's an improvement. I'm looking forward to see if there are better alternatives to this situation still...
To save time for others from having to peruse the linked thread, I'll summarize:
On Layout Keystroke
If [Get(ActiveFieldName) = "" ]
Exit Script [result:False]