When clicking the CLOSE button, ask to save changes, not discard them

With both the user and system config, when you press close, your are asked "Close Windows and Discard all changes without saving?" with "Yes" and "No." This forces the user has to click "No", then press "Apply", and then click "No" again. That's three more clicks.

Asking to SAVE
...the user clicks YES or presses confirm, the changes are saved and the dialog and configuration windows are closed.
...the user clicks NO, the changes are discarded and the dialog and configuration windows are closed.
...the user press Escape or Cancel, the dialog window is closed, bringing the user back to the configuration window.

This minor thing is really a major announce at times. Users are not accustom to being asked to "close and discard" if the Apply button is not pressed.

I would suggest it say "SAVE" "DISCARD" "CANCEL" instead of yes/no/cancel so it is less ambiguous. However, I agree wholeheartedly with your request.