Some notes for reproducing the regression:

The regression happens only when trying to close using <ctrl>+<q> or <alt>+<f4>. The save pop-up shows properly trying to use File+Close from the File menu.
 
I tried to bisect with VCL=kf5 but it works perfectly showing always the save pop-up as expected.

The regression is gtk3 only. 
For my bisect I was able to reproduce forcing VCL with:
SAL_USE_VCLPLUGIN=gtk3


cd8a95897491fa33980122053825176779e7624a is the first bad commit
commit cd8a95897491fa33980122053825176779e7624a
Author: Jenkins Build User <email address hidden>
Date:   Fri Feb 26 01:04:33 2021 +0100

    source sha:f7243a465fc75f8c29c1decb7628f7a8f6d1d769
    
    source sha:f7243a465fc75f8c29c1decb7628f7a8f6d1d769

 instdir/program/libsmlo.so | Bin 1791192 -> 1791264 bytes
 instdir/program/setuprc    |   2 +-
 instdir/program/versionrc  |   2 +-
 3 files changed, 2 insertions(+), 2 deletions(-)

 
 
 git bisect log
# bad: [a0d29a846f1429ed8281d59f22bcfbdd13119279] source sha:91385bbc7cccfdf59f60a24eaf81894772134af0
# good: [36741205b2e1c9e51d58dff4d0b4ce9022013411] source sha:574c57090642347980d2395e1e183cc7b5c171ad
git bisect start 'origin/master' 'oldest'
# good: [a41af4542f3c9bd81eba53ed8d55c23543d82ef7] source sha:487df0c8f307500029b06c89985a1148ebc784b5
git bisect good a41af4542f3c9bd81eba53ed8d55c23543d82ef7
# good: [fdbbff390d14ece1013e2ea8f511f9ace5f6da4b] source sha:ebea072fa7d7081ba9d1e549f5aa629c749d8c0e
git bisect good fdbbff390d14ece1013e2ea8f511f9ace5f6da4b
# good: [71fc1eec4e0ecdbd983a21610e6a745470c4b82d] source sha:14fb7d2cce5c41bacf7c6b571aa946c766205bc3
git bisect good 71fc1eec4e0ecdbd983a21610e6a745470c4b82d
# good: [b01d2c96f3a1cffd388e43c6fb26616a8d542ccb] source sha:bc0d161d3651ab2d38a6ff664e43841d2719f4cc
git bisect good b01d2c96f3a1cffd388e43c6fb26616a8d542ccb
# good: [17cc6f8c9ce4df336b9b78008ce1bd9239a092ab] source sha:608151c7de0f0661783daceecd9250bdcf497b59
git bisect good 17cc6f8c9ce4df336b9b78008ce1bd9239a092ab
# bad: [606a1b6c61493129322817145ecc6fd48798ccfd] source sha:11d344f6271e4171f8006c2cb29372f612cbdc00
git bisect bad 606a1b6c61493129322817145ecc6fd48798ccfd
# bad: [e816f0bcf200157099e00b069e2f45f2d0c532ea] source sha:ff94f7779232088728bf724ec47608f35f5310b7
git bisect bad e816f0bcf200157099e00b069e2f45f2d0c532ea
# bad: [377f98e9d6b6432410eb65d6b3c21dc52590187d] source sha:d92235df75829a8cf2ee8cc7b0b76063093b6cc2
git bisect bad 377f98e9d6b6432410eb65d6b3c21dc52590187d
# bad: [924927e1950ae5f3c113adbec19d559fc0d25351] source sha:bbafee3424fdc59d2f69204fefab8a318aeec0e1
git bisect bad 924927e1950ae5f3c113adbec19d559fc0d25351
# bad: [e615b0b9af48f065fcbc4fd9d86b60152511d19c] source sha:f580ea54bddee91e85ef018be286b60b48935681
git bisect bad e615b0b9af48f065fcbc4fd9d86b60152511d19c
# good: [eb71bd63e4f77212d45f412a8eb6412259dbb107] source sha:1220b206c7be018ca970421f36b8ed4774321ae2
git bisect good eb71bd63e4f77212d45f412a8eb6412259dbb107
# bad: [cd8a95897491fa33980122053825176779e7624a] source sha:f7243a465fc75f8c29c1decb7628f7a8f6d1d769
git bisect bad cd8a95897491fa33980122053825176779e7624a
# good: [4933965c83355ace9db5e23d85a206f69711f21a] source sha:2465b0467d57ca325e820f13efeb40e69386b4a1
git bisect good 4933965c83355ace9db5e23d85a206f69711f21a
# first bad commit: [cd8a95897491fa33980122053825176779e7624a] source sha:f7243a465fc75f8c29c1decb7628f7a8f6d1d769


https://git.libreoffice.org/core/+/f7243a465fc75f8c29c1decb7628f7a8f6d1d769
Adding to CC Caolán McNamara

Raising the priority to high-major because there's a dataloss risk connected to this regression.