There is a chance you close your file without knowing you have not saved it!
It is very simple, just follow the steps below:
1. Create a new file.
2. Type a letter (lets say "A" for example) and save your file.
3. Change the letter to "B" [Notice the "*" beside the file name and the "Save" Option being enabled in the file menu, since the file has been changed]
4. Save the file again. ["Save" command and "*" disappear]
5. Now, undo the last change (Back to "A") and save.
6. Now if you redo the change, you will have "B" in the screen, Notice that the file has changed since your last save, but you neither see the "* nor have "Save" command enabled.
InDesign simply acts like you have saved the file, and it is current, you may easily close your file and lose your progress. This may not be important for small changes but could be a disaster if the number of steps taken are high, which has happened to me once.