I’m almost sure this is an OS feature, as I think I’ve seen this in almost all my Apps.
If you rename or move a file (even to the trash bin) any application that has that file open, as soon as you switch back to that app, it recognizes the new file name/location transparently and you can continue working on it without having to save.
I’ve seen that Sublime text doesn’t do this (at least out of the box, not sure if it’s configurable) and when you move or rename an open file, when you switch back to Sublime it turns to unsaved state with the original path.
It would be nice to have this feature as it’s standard behavior in OS X, and as it’s most likely an OS feature, I guess it might not be too hard to implement.
Thanks!