eeshema: Local symbol editor does not ask to save local edits on symbol editor window closure

Description

Schematics -> CTRL + E -> make changes to symbol -> Close window -> Symbol editor closes -> Loose all your changes without a warning.

Steps to reproduce

1. Open schematics -> CTRL + E on symbol -> "local" symbol editor will open;
2. Make some changes in the symbol;
3. Close symbol editor window by clicking "X" (standard windows os);
4. Symbol editor will close without asking if changes should be saved into main schematics;

It is expected to get dialog "Do you want to save changes?" "Yes / No / Cancel" in step 4, before disposing symbol editor window.

KiCad Version

Application: Eeschema

Version: (5.99.0-6487-gd75f97161f), release build

Libraries:
	wxWidgets 3.0.5
	libcurl/7.71.0 OpenSSL/1.1.1g (Schannel) zlib/1.2.11 brotli/1.0.7 libidn2/2.3.0 libpsl/0.21.0 (+libidn2/2.3.0) libssh2/1.9.0 nghttp2/1.41.0

Platform: Windows 10 (build 18363), 64-bit edition, 64 bit, Little endian, wxMSW

Build Info:
	Date: Oct 22 2020 21:11:17
	wxWidgets: 3.0.5 (wchar_t,wx containers,compatible with 2.8)
	Boost: 1.73.0
	OCE: 6.9.1
	Curl: 7.71.0
	ngspice: 32
	Compiler: GCC 10.2.0 with C++ ABI 1014

Build settings:
	KICAD_SCRIPTING=ON
	KICAD_SCRIPTING_MODULES=ON
	KICAD_SCRIPTING_PYTHON3=OFF
	KICAD_SCRIPTING_WXPYTHON=ON
	KICAD_SCRIPTING_WXPYTHON_PHOENIX=OFF
	KICAD_SCRIPTING_ACTION_MENU=ON
	BUILD_GITHUB_PLUGIN=ON
	KICAD_USE_OCE=ON
	KICAD_SPICE=ON