[explore] Removing data from annotation layerdropdown causes modal dismiss

[adam-stasiak]

Removing data from annotation layerdropdown causes modal dismiss

Expected results

modal should not be dismissed

Actual results

modal is dismissed

Screenshots

Nagranie.z.ekranu.2021-01-12.o.22.51.08.mov

How to reproduce the bug

Go to chart
Open add annotation layer area
Add annotation source
Remove annotation source

Environment

docker
on master I was not able to add any object to delete so I used branch and commit: f6446af

Checklist

Make sure to follow these steps before submitting your issue - thank you!

• [x ] I have checked the superset logs for python stacktraces and included it here as text if there are any.
• I have reproduced the issue with at least the latest released version of superset.
• [x ] I have checked the issue tracker for the same issue and I haven't found one similar.

Additional context