Imagine you have Time Machine running with Yosemite.
You open TextEdit, create a new text document in which you actually write stuff. You can turn off your computer, restart it, the document will still be there. But you never saved it once, never. It's just a draft that gets saved as a draft (where?) - when you log out.
Then if you close the window, and lose this document, I assume there's a copy of it somewhere since every time you turned your computer off and on again, the document was there!
But... where would you now look for it in Time Machine?