When I chose Close to Exit the Default Workspace, it brings up the attached Message telling me changes to the Default won't be saved (logical) and asks me if I want to Save under another name with choices OK or Cancel. I click OK and it just exits without saving and without bringing up a File Explorer window and Save As. The same as Cancel. So I have lost my changes. So I have to know in advance and choose Save As rather than Close.
Or am I missing something?

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