At the moment Blender does not have a confirmation-prompt on "Quit" or "New File", so if you by mistake exit the program or select New file from the menu, your work is lost, and you need to spend time to locate your autosaves, and even then, you can not be sure that it will work properly as expected.
It often breaks dependencies forcing you to relocate textures, setting up brushes etc. in addition to loosing both work and maybe at times a "brilliant" solution of edgeflow, materialsettings and so forth forcing you to try recreate it.
So just by being a little unattentive for 1 second now and then or simply unlucky because I've moved too fast, I've lost -countless- hours of work, and also been severely interrupted in my workflow because of this, often with such an amount of annoyance that I've just had to leave my computer never to open that same project ever again.

Some things that increase the chances for this to happen is when you've spent several hours infront of the screen and start to feel your eyes not focusing properly or as often in my case working with a tablet; brushing the tip by mistake. Often this happens when I either want to maximize the window, or if I enter the menu to save my file or link/append, export etc.

I've seen several times that the rationale is "If I press the exit button, I mean it, and don't want a hold-your-hand "Are you sure?" prompt". Imho this is an elitist-jerk attitude and does not work in the real world. Even more so if you're on a deadline.
Sure, it's no-nonsense wysiwyg and has a great appeal in that sense, but please...mistakes DO happen. Let's minimize the risks?