New files, as well as unsaved changes to existing files, will be periodically saved in the autosave session and restored at startup if the application wasn't exited cleanly. The autosave interval is 30 seconds. Also, when switching projects, your unsaved files and changes will be recorded in the project, so you can have scratch files per project.
I'd like to make hot exit the default, but the semantics don't appear clear on windows and linux where the application is exited by closing the last window. Doing a hot exit when closing the last window would imply that you'd get a 'Do you want to save...' prompt when closing a window other than the last one, but no such prompt when closing the last window.
I'm not entirely happy with the disconnect, but given the number of requests to have hot exit be the default, it may be worthwhile doing anyway.