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I'm not sure if I'm misremembering, but I swear there was an option for the autosave to periodically warn you if the document hasn't been saved to a file yet. I turned it off in the past and now I'm regretting it. So I want to turn it on again, but I can't find the option anywhere in the menu.
This is a bit of a limitation currently but the only way to re-enable the warning after you asked it to not show it again is to remove the value in the config file.
On Windows the config file is located here: C:/Users/<username>/AppData/Roaming/PureRef.ini
The value you want to remove is called "AutoSaveUnsavedWarning"