The common shortcoming of Undo

Most of the applications today feature undo functionality for several or even an unlimited number of steps. But unfortunately, this functionality has a common shortcoming where it would be most crucial: when it comes to closing documents.

If the application asks you whether you want to save the changes you made, the following can easily happen: you promptly click discard because you're sure that you have not made any valuable changes or you start thinking what changes you might have made - and as the application wont't tell you easily what you have changed, you finally click discard anyhow.

Obviously this decision can be wrong. And if you notice it just a few seconds too late, your work may be gone - forever... Note that even automatically created backup file normally do not help any further as they typically have been deleted right now - or contain the document in the state when you loaded it and before you started editing.

So the question arises: Why is the undo history related to a specific document? Should there not be a concept like a "global" undo where you can play back your actions as you can on a VCR?

Clearly there are some subtle problems to solve and the "global" undo shold not replace but extend the document specific undo, but nevertheless it would add another net of safety for all users.