Sometimes it does, sometimes it doesn't.
It doesn't ask confirmation if no changes were made. That is expected behaviour. If you ever encountered situation where you're sure that some canges have been made, yet CIE exits without confirmation, then you should report it as a bug.
Edit: also in that message there could be a Save button. It's pretty much what every application has.
Agree on that, i think that prompt to save and conventional yes, no, cancel, would be better.