I'm noticing that the shortcut plugins don't mark the VI as modified. For example:
I'm not seeing the behavior you describe. I do notice that the VI does not get a dirty dot in the window title, but when I close the VI, I get prompted to save. I tried in both LabVIEW 2015 and 2016.
Make sure your VI is set to "separate compiled code from source file".
In case I run into trouble with this, has this CAR been addressed?