When adjusting alpha on a pixel from the color picker it's quite easy to "whiff" the alpha bar and replace your current color with black because the SV box's area for some reason extends several pixels below the alpha bar's. Demonstration in the below image:

I'd recommend the alpha

Describe as detailed as possible when it happens
While having unsaved changes, click the "Save" or "Save As..." option (or using shortcuts) and closing the dialogs (without actually saving the file) program marks changes as saved, so closing the program does not trigger "Are you sure?" dialog.

Potential fix*
The fastest solution would be to just check if the file was saved successfull