Hi,
as you say, for some cases it is ok to have the window stay open. So don't use EXIT then.
In my case I don't have an output.
I use it (like a tool-script) in the browser-extender BE, to do something, and I won't close the window expizit and won't be asked for save.
The same happens for me, if I start an Report from BE. There I get also the question to save my Report. But there nothing to save.