Minecraft PS4 Bedrock Edition World NOT save progress?

Let's say I build myself a Lucky Block Bedwars map and then play on it, but how can I leave progress unsaved so that I can play on it again the next time?

Not at all. In Bedrock there's only the "save and exit" function. If you want to exit without saving you will need to remove the game disk

And how does it work?

Simply remove the card, CD, whatever from the console

Isn't that harmful?

No. Then only the data will not be saved

Thanks