Since version 2.4.1950 (May 2012), the program asks you when you save a layered image in a non-layer format : "Save flattened copy" or "Save current frame". It's considered an export, the 'current document' stays the original GIF if you "save and quit" for example.
Now, we still need to provide support for formats <256 colors. Maybe a sub-format selector. The most useful sub-formats would be 16 and 32 colors (DP3, DP4, and most Amiga OCS software), 256 colors (DP2E, DP4.5 and up (AGA))
In any case, thanks for reporting. Grafx2 has been used worldwide since 1996, and I wasn't aware of this incompatibility :/