It's not an issue of unsaved changes. It's about opening the theme to edit it and doing nothing at all to it, closing it (not cancel or save) with the button at the top of the window and getting the "unsaved theme" warning when you open the theme again sometimes days later.
Regarding the "Save" issue
There should than be a "Save As" button as well. That would eliminate the problem.
If I choose "Save" all I want it to do is save.
And the theme I was working on for some time is gone gone gone. No where to be seen. No temporary files, nothing.
And yes the permissions are a big problem.