This is a bug which is not related to upgrade version 95, however i hope iA will fix this soon:
Yes, if you die in wave 1 but you still have Live to play, the “Cancel mission” button is reasonable. But, if you don’t take any Lives in a mission and you die in wave 1, the “Skip” button is reasonable, not the “Cancel mission” button.
I have to die on purpose to get everyone understand this bug. Please @InterAction_studios take a look on my this bug. Thanks you so much