There must be something rather exotic in this question. Why do we need it? Is it a kind of reminder for something?
Yes, I was asking this question myself and seeing it makes me ponder removing that exit confirmation dialog. However, please believe me there are users who, for some reasons, like having such petty options for numerous program actions, of which I am not a fan either.
Or, you can add questions such as "Do you want to update the Total Recall memory before exiting"? Sometimes I forget tp do it.
Actually, it would be great if this feature existed (if doesn't at all, for me), because sometimes I hit command+Q by mistake when I'm trying to do something else and, by closing CafeTran automatically, I'm forced to go and redefine all my settings again (like TMs and glossaries, resources and window configurations).
I confirm the usefulness of this dialog for the reason explained by Luisa above.
Since I often switch between English and French keyboard layouts, Ctrl+A (Select all) suddenly becomes Ctrl+Q in French, so I appreciate the safety net of having to confirm that I really wish to Quit CafeTran when I only wanted to select all…
Then, to make everyone happy an option to enable or disable this behaviour would be welcome. Not that one more click at the end of the work bothers me particularly, though.