Not clear what will happen if you don;'t save at the confirmation prompt. Does it throw away all unsaved changes … or does it simply not save … but you’re at risk of losing/overwriting it later.
With some experimentation, it looks to be the latter. Your changes are still in memory until you do something else later that might discard them like opening another song (and hopefully there’s another prompt at that point as well … except for power off, because, you know.)
Suggestion: Change “No” to “Not Yet”.