If you create/edit a workflow and then click the "Back to Workflows" link (top right of workflow builder screen) without saving, you get the attached dialog.
The important part of the message "Your unsaved changes will be lost. Do you still want to proceed?" is in a small, light gray font, which is difficult to read. It's not too hard if you're in a hurry to ignore that text and think that "Confirm" means "save the workflow" and then just quickly click it. In that case, your changes are lost.
A better design would be to simplify the messaging (negative messaging is always more confusing from a UX perspective).
My suggestion:
"You have unsaved changes. Please save before leaving the workflow builder"
Two buttons: "Save Workflow & Exit" and "Continue Editing"