ProPresenter automatically saves all of your changes as you work through presentations, so it's understandable that seeing a prompt when you close the program asking you to save changes is confusing. After all, there's no save button! If you see a message like the one shown below on your Mac (this is Mac-only, by the way) when closing ProPresenter, you can click on Save and Quit and know that all of your files are being saved properly. This prompt is triggered by a macOS setting.
Many programs on macOS can automatically save your work for you as you go along. Most of those programs also offer an option to save files anywhere on your computer that you want. Due to the way files are handled in ProPresenter, we don't let you scatter files all over the computer and we automatically save your work for you. However, there is a setting in System Preferences that will still cause the program to prompt you to save when it is enabled.
Open System Preferences by clicking on the Apple menu or clicking the icon in the Dock. Click on General. Uncheck the box next to "Ask to keep changes when closing documents".
This setting is system-wide, so if you have gotten used to other program (like Pages or Keynote or Numbers) asking you to save when you close the program, you won't see those prompts anymore, but your files will still be saved. You may not notice any changes at all depending on what other programs you use on a regular basis.