My guess is that at some time you've unchecked the
Show this message again checkbox on the
You will lose all unsaved changes, are you sure? popup.
I think that means you would
not have gotten that message if you exited the dialogue via anything other than the OK, Next, or Previous buttons, e.g. Cancel, Red X top right, Window menu->Close - or their keyboard equivalents - Esc, Alt+Space C, Alt+F4 etc.
You can turn them all on again clicking the
Preferences->Behaviour->Reset all disabled confirmation dialogs button.
FWIW: I find it much easier to massage the file names before I add to have the right Title and Author, then add the book into an Intake library, then get the rest of the metadata 'fixed' (I don't download title and author), and then Copy with delete (Move) the book to the target library.
BR