I think I've found a scenario where I should have gotten a file 'save' prompt, but did not...
If I open a session file, start playback, and add a few cue markers, then stop playback and attempt to close the program ('X' in top right corner), I'll get a 'file save' prompt (as expected) because there are unsaved changes.
But if I... 1) open that same session file, 2) start playback, 3) add cue markers during play, 5) stop playback, then do 5) a manual 'save session'. Then I 6) resume playback and 7) add more cue markers during play, then 8) stop playback and 9) attempt to close the program ('X' in right corner again), the program will exit without the 'save' prompt even though I have added additional cue markers since the manual save in step 5, and the cue markers added in step 7 are lost.
I was working on a single song file, and did this by almost by accident when I was interrupted. Have tested scenario multiple times -- always works the same way. If I add a correction after the manual 'save session', instead of a cue marker, then I get the 'save' prompt as expected.
Guess I need to be diligent about doing my manual saves!! I'm using version 3.6r2 -- I'm up to date, aren't I?