Do this:
i) Open MapInfo
ii) Within the MapBasic window, issue the following statements:
Create Table dummy (field1 Char(1)) File "C:\dummy.tab" Type NATIVE
Drop Table dummy
iii) Attempt to open a workspace. The "do you want to save the workspace" prompt will appear.
It seems the prompt will appear if you have opened or created a table in the current session of MapInfo, then you proceed to open a workspace. If you close all first, then the prompt will not appear. If you Drop Table, MapInfo doesn't pick up on this and still displays the prompt, even if no other tables are open.
This is all despite the fact that the "Prompt to save" option in Workspace Preferences is not selected.