1. Open the Compiler Explorer.
2. Change anything.
   Code, settings, you name it.
3. Try closing the Compiler Explorer.
   The "Save Changes" dialog will show up, presenting you a list of unsaved files. The entry for the Compiler Explorer doesn't have any text:
   

Usually, this shows the unsaved file's name and path, but unlike other editors, the Compiler Explorer allows editing something without assigning a file first.

I think in this situation, the "Save Changes" should display a placeholder text referring to the Compiler Explorer. If that is not possible, it might be needed to request a file for the Compiler Explorer before editing it.