No. In the early adopter releases prior to the 4.0.2 production release, there were some issues with Save, but not with Save remaining in a greyed out state after changing the worksheet's contents. It might help if you give a detailed description of how you open the file / worksheet, how the file gets modified (keyboard input? copy/paste?), the exact version of SQL Developer in use, the OS, the JDK version, etc.
If the contents have been changed, is the File > Save As menu item enabled? If you attempt to close the worksheet, do you get a Save informational dialog popping up with a notification the file has been modified and asking if it should be saved?
SQL Developer Team
When things get weird, we need some debugging feedback. You can try a combination of ...
1. Launching SQL Developer from a console window (...\sqldeveloper\bin\sqldeveloper.exe) to see if any messages appear in the console.
2. In your sqldeveloper.conf file, change the line IncludeConfFile sqldeveloper-nondebug.conf to use sqldeveloper-debug.conf instead.
If you have View > Log open, then the Messages - Log tab may give some clues.