Close window .. ask to save

I was recently changing some rules in Firewall’s “Network Security Policy” page, and noticed that if i close the window using the “x” in title bar, then any changes to rules are lost.
Should Comodo ask if you want to save any changes? I think that would be “quite nice” (rather than simply losing the settings, and without even knowing that have lost them).
I guess i’m used to most Windows programs having this “ask-upon-close” feature…