The Polygonal Lasso tool has issues in regular usage, where it will never close the selection back onto itself and ‘complete’ as the regular lasso will.
If changing to another selection tool such as brush or time, making a new selection with those tools, returning to the lasso tool (in hopes to do negative retractive selections) will restore the previously attempted Polygonal lasso selection again, overriding/discarding the last made selection, and will still be unable to complete itself.
This is on MacOS, will test with PC shortly