fyi, this is now implemented in the source code repository so it will be in the next release. You can even notice it here in the forums if you start to reply but then try to navigate away before posting it prompts you.
This is a good feature, I know this is going to prevent some heartburn, I've had times myself where I was writing a long article or blog post and by some keyboard combination in the CKeditor it jumped back a page and lost what I was working on.
Best,
Joe