Look for hot_exit in .sublime-settings
// Exiting the application with hot_exit enabled will cause it to close // immediately without prompting. Unsaved modifications and open files will // be preserved and restored when next starting. // // Closing a window with an associated project will also close the window // without prompting, preserving unsaved changes in the workspace file // alongside the project. "hot_exit": true,
and set it to false.
ews2001
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