If you unintentionally open an Illustrator file to open it but realize it was one that was already open, it's possible to lose any changes you've made to that file without warning.

Steps to repeat:
1. Open a file that results in a dialog box to show before completely opening (mismatched color profile, missing links, etc).
2. Modify the document in some way, but do not save it.
3. Return to Explorer and open the file again.
4. When the Illustrator brings up a dialog box, click cancel instead of ok.
5. The document you had open will close without prompting to save.