How can I VSCode to pop a notification "File not saved" when I turn it off?

Question

The thing is:

1. I made a modification on a file.
2. I didn't save it.
3. I didn't close the editor; I close VSCode directly, and it didn't ask me about the unsaved file.
4. I deleted the file permanently, not in the bin.
5. When I open VSCode, it restores the deleted file.

How could I turn off this function? I mean how to set it to pop a notification when I close it without saving, like other software, rather than restore the file when I reopen the VSCode even if I have deleted the file permanently.