When closing System Console should not close Blender

When you press ALT + TAB and press with the mousewheel on Blender, Blender asks you whether you want to save or not. When you open the System Console and press with the mousewheel on the System Console it closes Blender without even asking whether you want to save if you had any changes to the scene.

Maybe there is a reason why closing the System Console closes Blender and a programmer understands that? But I would guess most of the user don't have a clue why it does and because of that it should not close Blender, especially not without asking whether you want to save.