>So your users click "Close" and the data is assumed saved?

No, because the data is not saved. The changes are held in the buffer, however. This is my point- you really shouldn't give a user an indication that data is saved if it isn't.

>What if they don't want the changes they did to the child? Do they have to cancel the parent to cancel the child changes then go back and edit the child again?

They can do either way. They can reopen the child form and cancel individual child records or they can click the cancel button for the parent which blows away all changes to parent and child.