Ah, yes, but if you get the warning, there is a view that has an unsaved status. You have to activate -that- view in the dialog to get the save option available.
As far as I can tell, you cannot save "all" changed layer states at once.
I was battling a drawing like this just this morning. And it wouldn't pay attention to what I told it to do. I ended up closing, erasing, and re-opening to get it to show what it should have shown to begin with.