Notepad ++ doesn't save document on exit?

New feature added in Notepad 6.6 for which the release notes say:

The main feature of this release is Session snapshot & periodic backup. If this feature is enabled (enabled by default), user won't be asked to save unsaved file as he quits Notepad++, and on startup Notepad++ restores the unsaved file and unsaved untitled document of last session.

This facility is controlled via menu => Settings => Preferences => Backup. For more details see also this section of the Notepad++ User Manual.

As an answer to your question, in the afore mentioned Settings => Preferences => Backup window, uncheck the "Remember current session for next launch" setting. Now you will be prompted to save any modified files when exiting.

This is actually a great feature. First, Periodic backup is great it can prevent data lost when pc suddenly shutdown or crash.

The feature: don't ask to save files is also great.

For me, I opened a lot of files in notepad, also create a lot of tmp files(I don't want to save these tmp files, but it may be useful for x days), in previous version, when I close notepad++(reboot pc or install new version), it asks me whether save all these files. It's a nightmare.

This feature helps me a lot.

Also there is no data lost - all your data is still there after restart. So really nothing to complaint.