99% of the query windows I have in SSMS or QA have throwaway contents. Theycontain various mixes of ad-hoc stuff, testing etc. For programming I use an external editor. The situation is the same for a DBA that might not even do much development at all, but only does monitoring.
With this use of SSMS, there is little reason of wanting to save a query window,
and the question you get when you close SSMS is unwanted. This is particularly
obvious if you decied to reboot and go for a coffee in the meanwhile. When you
come back you find that Windows has not yet shut down, because SSMS wants
to be told that you are not to save any windows. Or if you are a trainer, and want to shut down all machines in the classroom, SSMS gets in the way.
I've already file a request in this area,
but the response I'm getting is not very good. Apparently customer requirements are overshadowed by "guidelines".
But Paul Mestemaker inspired me to a suggestion that is better and that may
be easier to swallow for the guideline worshippers. However, since this is
late in the cycle, I realise that this may be too much for Katmai, in which case
you would still need to implement item 124686 for Katmai. (After all, that is something that was in the 6.5 tools and in Query Analyzer for SQL 2000. Guidelines or not.)