Because a file isn't saved until you physically 'save' it. Until then it's in the library. It is confusing. For a start I don't see why it can't stay in the library once saved, or be saved in both snag and whatever other file type you choose. Disc space is cheap these days.
Thanks Paul. It is indeed confusing. I tried to reproduce it today, but can't. After I clicked on the 'Finish' button and again checking out the properties, there are no 'unsaved' entries anymore. Tried this a few times. Beats me... As you can see from the above screenshot, it was saved as a .png file, but there were various 'unsaved' statements. Today, there are no unsaved statements. Ah well... so be it. Thanks again anyhow. =