Too many people don't decide to save any of their work until they're completely finished. Obviously, their work doesn't count, if they don't take a moment away from it so they'll have it later. It's also tough, on those applications that have an auto-save option, to set the option.
I've seen once or twice when the application deleted the file on disk, which was bizarre but that's certainly the exception.
I don't care for the way Windows works, but it's not quite that unstable that you should lose everything you're doing.
EJBasile:
Welcome to the other side.