I think this qualifies as a bug, so beware.
I was editing some text in a menu and while still in edit mode, I clicked the X to close the program - assuming that I would be prompted to save. No prompt. When I opened DVDSA again and checked the text, it had in fact not been changed.
In order to make DVDSA understand that you have changed the text, you need to exit edit mode on the text (clicking somewhere else in the menu page, etc.) or it will not recognize the change.