Old news and not correct
By default, there is NO SUCH THING as an "unsaved" document. There are only "Untitled" documents. Since Mountain Lion, auto-save is enabled by default, and applications will restore any open documents/windows when re-launched, including so-called "unsaved" documents. These two system preferences cause "Untitled" documents to be written to disk so they can be resurrected when the app is reopened.
From 2013: http://support.apple.com/kb/TS4372