What do I lose when aborting from the Plains of Eidolon?
You lose your pickups and bonus XP when you abort a mission.
If you're annoyed by the long journey back to extraction, use the archwing launcher or a warframe that can travel quickly, like Nova (see Worm Hole for example). There are builds for fast travel in the plains of Eidolon.
If you're stuck because you're in a squad where no one wants to extract, you can leave the squad to be put in your own instance, and then leave using the extraction at any time.
You lose everything that you have gained after the completed bounty.