I'm guessing it's intentional to only do this for programmatic navigation, since it wouldn't be possible to block navigation that occurs when people click on tags. For Blazor Server, the logic has to run asynchronously so the JS event can't be cancelled. Event for Blazor WebAssembly or any JS-based SPA framework, it doesn't make sense to block clicks on tags, since browsers won't always honour your intentions (e.g., if a user right-clicks and chooses Open in new tab).

SteveSandersonMS

See also this and this

As you can see, not much can be done in this respect. However, you should design your pages in a way that can give you as much control over the users' actions as possible, including the good idea to save data entered in the forms in the local storage, and retrieve it in such cases as the user exit your app abruptly, etc.

Note: You may use JSInterop with SignalR. No problem.

Note: A CircuitHandler handles the life cycle of a websocket connection, and may only partially suits your requirements.