In the LispWorks image as shipped, if the user quits when there are modified ordinary editor buffers a warning is signalled, allowing the user a chance to save their work.
This warning may or may not be useful in your delivered application, though you will probably still want the warning when running your application in the LispWorks IDE.
To remove the warning from your application, put this in the delivery script
(lw:undefine-action "Confirm when quitting image" "Save modified buffers")