As the subject indicates, one is not being prompted to save when exiting.
Here is one scenario where this happens that I just tried:
- started the latest TT 3.1.0.5363 Pro version
- selected WordPress > From Scratch
- changed the header background color and added a gradient
- selected File > Exit
- program quit without prompting if I wanted to save
My usual workflow is to save often, but not all folks do :D