I disagree that that "close without saving" would help. Think about a common desktop app like MS Word.
I think a more apt comparison would be other web-based CMS applications rather than a desktop app for a particular OS. Nearly every other CMS application offers the user the choice of saving or abandoning a post. As the original poster pointed out, this is true in Joomla, Drupal, and most other CMS apps I've used. To be suddenly faced with an app that has a "save" but no abandon or cancel option can be confusing to a new user. But my complaint was more that if this is the intended way of abandoning a post, WP shouldn't then do an automatic backup of the abandoned post and warn you later that you need to restore the "newer" version of the post it saved for you. This strikes me as a bug.
Ipstenu: thanks for the plugin, definitely a step in the right direction. Would like to see that made part of the base program but at least it's available now. (an unrelated question: is there some official way where the functionality of specific plugins can be nominated to be included as a standard feature of future versions of WP?)