I can accept that's what happens, although I will test it at some point to verify, but the Continue option does no explicitly specify what happens when NOT in auto.
It's an If statement, not an If, Else statement.
It says If this condition exists (you're in Auto mode), Do This (Continue when throttle failsafe is detected). There is no specific choice for what to do if the condition (you're in Auto mode) doesn't exist.
For that, it would require an If, Else statement: If you're in Auto, Continue with mission, Else, RTL, or Land or whatever.
It might seem like I'm nitpicking, but all the options exist for a reason - there are times when you might want choices other than RTL when in a non-Auto mode, otherwise they wouldn't even provide the options. So if you want something other than RTL in non-Auto modes, and Continue when in Auto, it seems you're left having to connect to the flight controller and change that parameter before each type of flight.
Again, not nitpicking, it's just that it's good to really understand what the vehicle will do. I almost lost my 250 early on when I had the throttle failsafe set incorrectly. I thought I understood how it would work, but now that I do understand how it works, it's clear I had it set totally incorrectly.
I just don't like things not being spelled out explicitly.