I just added a folder to an unsaved project, made some changes, then without saving did a “Select Project” to switch to another project to look something up. I realized after doing so that my unsaved changes are probably gone, given that there’s no way to switch back to the previous project (that I could find).
I’d expect a dialog saving me from my own stupidity would be useful, but in the meantime, where do changes in unsaved projects go? Off into the ether, or into a .sublime-project in a temporary directory perchance?