We are finding that when you click on the [X] (close button) for Jaspersoft Studio and if you have unsaved changes, there is a brief confirmation dialog, then a brief 'Problem occurred' and then Jaspersoft Studio closes with any changes being lost.
In our case, we are opening the report from the JasperReports Server via the repository window (if that matters). Reproducing it:
1) Open studio
2) Open a report from within the repository view window
3) Make a minor change to the report
4) Press the [X] (close window) button
You see the outline of the save/cancel box, that is quickly overlaid with the Problem occurred box and then it closes (all in about 1-2 seconds)
We are running under Ubuntu 12.04 Linux systems.