I guess you do know the workaround, but anyways: editing an GameObject's collider in the scene, will not quit "Edit Collider" mode.

Also, I composed a plugin/Script for working in Prefab Editor, (works by hitting Shift+E on every change... xD .. better than nothing!), with some code I found in stack-overflow :

----------------------------------
using System.Collections;
using System.Collections.Generic;
using UnityEngine;
using UnityEditor;

public class MenuItems
{
[MenuItem("BugFixes/Edit Collider Mode #_e")] // This is Shift + e
private static void EditCollider()
{
var sel = Selection.activeGameObject; if(!sel) return;
var col = sel.GetComponent<Collider2D>(); if (!col) return;

if (UnityEditorInternal.EditMode.editMode == UnityEditorInternal.EditMode.SceneViewEditMode.Collider)
UnityEditorInternal.EditMode.ChangeEditMode(UnityEditorInternal.EditMode.SceneViewEditMode.None, new Bounds(), null);
else
{
System.Type colliderEditorBase = System.Type.GetType("UnityEditor.ColliderEditorBase,UnityEditor.dll");
Editor[] colliderEditors = Resources.FindObjectsOfTypeAll(colliderEditorBase) as Editor[];

if (colliderEditors == null || colliderEditors.Length <= 0) return;

UnityEditorInternal.EditMode.ChangeEditMode(UnityEditorInternal.EditMode.SceneViewEditMode.Collider, col.bounds, colliderEditors[0]);
}
Debug.Log("EditMode: " + UnityEditorInternal.EditMode.editMode);
}
}
----------------------------------

The link from which I found most of the code (ready) is this one:
https://forum.unity.com/threads/creating-a-hotkey-to-get-into-edit-collider-mode.474706/
So, most credits go to him.

P.S.: "Place in a folder called 'Editor' in order to work as a plugin", that's what I did, and it worked.