Hello,
Consider this situation...You're just making changes to few files at once. The code isn't completed yet and the phone is ringing... Then you have to close PhpStorm, turn off your computer and hurry because something important happened. Then after one week you'll come back, launch your phpstorm and notice that everything you wrote was saved but asterisks are gone. So you don't know which files from those opened were changed before you left.
I read few posts here about confusing save functionality and I think this is really not very good how it's currently handled. phpstorm should ask if I want to save these changes or not or at least keep asterisks in tabs after launch so developer will know what file(s) was changed.