This is all a little like having a sign by the side of the road - facing the road which reads
"Did you mean to just cross this road - it's quite busy and you possibly didn't want to at this time"
In other words, by the time you're in the Close (or Unload) event you're all done saving that record.
You can issue an explicit save if you must - but it's completely redundant. The save has already implicitly occured before this point.
You can put this sort of checking in a command button to verify the user's choice, but in a form event you'd need to choose an alternative.
Obviously BeforeUpdate is the standard option (which you Cancel if you don't want updates to proceed).
Still not intended as a default usage example - but as a demonstration of the various techniques - there's the Cancel Undo MDB in the examples page linked to in my profile.