The following modes will end immediately without awarding super feature if you drain after activating Crank It Up (the "easy" modes):
Back In The Saddle, Rats in a Cellar, Walk This Way
The other modes will always continue on your next ball even if you drain during CIU:
Dude Looks Like A Lady, Last Child, Same Old Song & Dance, Sweet Emotion
A little bug/gotcha: After the first shot of Back In The Saddle, the bumpers will cycle the lit shot. When the mode ends, all shots are lit for the final shot. But if you hit a bumper, the cycling logic kicks in? and only a single shot is lit to complete the mode. Makes it more difficult to complete, and if you drain you don't get Super Pops.