[eviks]

Yes, never trust features like these for anything important, we're just not in that era of computing where losing user state is a cardinal sin. Had the same issue.

Though you could use a shortcut to quit the editor instead of closing windows

[ben-schaaf]

Note that Sublime Text always prompts for each unsaved file in cases where their content could be lost. We heavily prioritize issues with data loss. That being said I still wouldn't recommend keeping important stuff unsaved, really they should be fully backed up like everything else important.