I noticed the same behavior. It should work by firing the MapItemChanged event with "Removing", remove the item, then fire MapItemChange with "Removed." But since it doesn't, you can create a System.Windows.Forms.Timer to check Application.IsDocumentDirty and call Application.SaveDocument at a specified Timer interval.You can also create a handler for Application.DocumentClosed (which will fire upon document closing and application exiting) check Application.IsDocumentDirty and call Application.SaveDocument.
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