Yes, there is. In Backup page of Preferences, be sure you check
▶ Then Notepad++ exits immediately without asking.
Open documents are retained, but it is as easy as pressing Ctrl+W to close them. You can also assign some shortcut to Close All command (suggestion: Ctrl+Shift+W).
EDIT: You can close individual tabs if they have no name yet without warning (but keeping Notepad++ open) when you press Ctrl+A and then Delete right before closing the tab. You can even try to create a macro for that. If not Notepad++ macro, then AutoHotKey macro will easily do it.
Note that there is no way to do this for unsaved documents which already have the name. I checked the source code. So after closing unnamed documents you can get rid of the rest by using Save All command and then closing any remaining documents you want.
If your tabs are mixed (new, exsting, new, existing, ...), it is better to create AutoHotKey macro which invokes closing and then presses
No button in case if the save dialog appears. This will close current tab without saving regardless of its new or existing state.
There is yet another option how to avoid the question on closing a tab: you can download source code of Notepad++, modify it (so the dialog is never shown), build it and start using your own Notepad++ build.
You can also request the feature at N++ home page, but here is the risk that it could be viewed as rare corner-case and you might be waiting very long until someone implements it (if ever).