Agreed. Every major project mod that would be difficult or impossible to revert gets saved as a new version with a description of the change like 'Polaris - Sax MIDI Velocities Tweaked'.
Also, when editing recorded MIDI tracks, I often make a copy of the 'raw' recording in a new lane before making any changes. I put the copy in a new lane because any events I might add are going to go into T1 by default so that's where the 'working' copy needs to be. The original clip gets muted so it doesn't play back, and doesn't show up in the PRV with 'Hide Muted Clips' enabled. It can also be locked against editing for added safety, but I don't usually bother.
This lets me easily recover an unedited section without undoing everything back to the point that I made a mistake or having to retrieve it from an earlier version of the project.
As for the feature suggestion, the Bakers have traditionally avoided pop-ups as much as possible to avoid cluttering the workflow. When something goes wrong, you might wish you'd been warned that one time in a hundred, but I think we all know how quickly 'Are you sure?' gets old when you don't need to be warned 99% of the time.
Better to get in the habit of hitting Ctrl+Shift+A (deselect all) before making new edits, especially if you've stepped away from the project for some period of time as you mentioned.