Yes. I have the same experience. Even when "Prompt for Save file on close" is checked, I still can't save the file. That's for the Win10 version. On Ubuntu, the same 19.4 release version does the same thing. On both, you have to have that preference checked to save a file. However, once the session loses the ability to save, you can get it back by exiting the session and reconnecting. Seems like some setting persists in memory once you uncheck the option. Disconnecting and connecting again restores ability to save, but ONLY if the preference is checked.
I agree with you that it shouldn't be that way. However, I always have it set in case I really need to save something before disconnecting.
Oh I see that...what an ANNOYING bug.
I'll file that for you ASAP. Thanks for the test case!
Thanks for verifying!