Hello, When close Blender by File->Quit it ask “Quit Blender?”, when close by [X] it just close Blender window, without asking about changes. I save my work regularly, but I think Blender should ask “save changes?” on exit.
Have you enabled the ‘Prompt Quit’ option in the user preferences ?
Otherwise, simply just don’t press the X button
I can not see this option in User Preferences. I search now for “Prompt Quit” option and looks it is not available in Linux releases