Popup warning are pretty controversial and you are probably not going to get
to see them in Blender in my opinion. I think there are a couple of
solutions:
1. When you save in a manner that will lose data, a warning could display in
the header info bar. I do think these warnings are not
I've found that most blender users incl. advanced ones generally don't know
this about blender
so I think it needs to be discussed. Let me first explain how this works.
What happens is that when you save out an image to file and then
subsequently save
your .blend and then reload your .blend then