Some nodes are configured very extensively, e.g. the Image Annotator (a community node). I asked Christian if it would be possible not to close the config window instantly when the "X" button is clicked, but to ask if the changes should be saved. He told me that there is no way he can implement that in the community extension, because this is not supported by KNIME.
I understand that for many nodes that does not make sense, but IMHO they should be able to opt-in on that. Just like for a very few web pages it makes sense that they ask you if you really want to leave without saving your changes.