Usually if a program is running in Terminal.app, when you try to close it it will give you a warning "Do you want to close this Window?" This happens to almost everything that I have tried, including more, man, bash, etc. It gives you this warning even if you have suspended jobs.
The only exception is ssh. I can ssh into another machine and accidentally click the close button and Terminal.app would be happy to close it for me. Are there ways to change this behavior? Thanks.