It is very anoying, because you are not aware about it and you loose what you write. And also it very annoying because you can't add HTML code in WYSIWYG editor. But now with Web 2.0 services all around internet, it is mandatory to be able to add HTML code to insert for example YouTube videos inside your text.
And of course it is necessary to do it in WYSIWYG mode.
Suggestion : create a new button to insert this kind of HTML code, with tags inserted in the text understandable by the WYSIWYG editor. Display also a little "HTML code" lable for example in WYSIWYG mode to know that in this place HTML code is inserted. Something like this.