While having the changelog window open (manually or automatically after an update), closing the main window and then relaunching sublime text without closing the changelog window first will give you a fresh empty window and whatever unsaved data you had before is then lost.
This happened once to me while I had important unsaved notes open. I stopped using sublime text for a while in fear of repeating that. Now I came back to find that the problem still persist.
I also found a post in the forum about a similar and potentially related issue that has no answer. On overall, this makes me question the security of the hot exit feature in general. I hope the developers can look into this issue.