I was busy re-indexing a catalog when I (accidentally) quit PM. While I saw that reindexing was not yet finished (I had the catalog maintenance dialog window open), I didn't get a warning when quitting PM…
There really should be a warning when quitting PM while still performing catalog tasks/maintenance, especially for e.g. re-indexing since there is no way to “pick up where it left”, redoing the complete re-indexing is the only option (which, as you understand, can be a very time-consuming task for larger catalogs).
