Also, if your sketch has any code that uses Wifi, your device will disconnect from UIflow. It will not reconnect when your sketch is finished. To work around this I keep the M5Burner open; when you click on "configure" it will reset the device via USB. Even then, your device will not connect right away, so go down to the lower left corner of the UIFlow window and clock on "Reconnect".
"App Mode" and "Download" are most useful when you are done testing your code.