I've noticed that a file close implies that a save will occur as well. I find this behavior very strange and unusual compared to other applications. Most apps I know will prompt for save when a close is requested after making changes.
Am I perhaps using the program incorrectly, or is there a preference to prevent this behavior?
No worries -
like most modern macOS apps our applications support the Auto-Save functionality of the operating system.
Changes are never lost when you close without saving (or even turn off the computer's power after editing a document for 3 hours without saving). The next time you open the app the changes will still be there, however the operating system will indicate that the document has been changed after you saved it, so you're always in control!
If you look at the window title you'll notice that the title includes an Edited indicator whenever the document contains changes that you haven't confirmed and saved yet using the File > Save menu command:
The File > Revert > To Last Saved menu command will always bring back the last version you've saved manually and undo all changes made to the document after your manual save.
You can turn off the Auto-Save feature of macOS by enabling the “Ask to keep changes when closing documents” option in macOS' System Preferences. A detailed guide can be found e.g. on http://osxdaily.com/2012/08/22/turn-off-auto-save-os-x/
This will display a dialog when closing a document that has changes you haven't saved yourself and give you the option to undo all of them and revert the document to the last version you've saved manually by invoking the File > Save function:
Apple also provides an article describing the Auto-Save feature of macOS at https://support.apple.com/en-au/HT202255
Hope this helps,