Autosave of untitled-s is NOT in core?

Hi, my first post here, just moving in to Atom from Sublime Text, and you can guess what my problem is: the auto-save of untitled files doesn’t work.
Upon exiting with an untitled pane (tab?) I am always asked to save it somewhere, otherwise I lose the file.

Now, I could live without it, if save-session was not deprecated due to alleged integration of its features to the core. That is simply not true. I’m on 1.40.1 x64 on Windows 10.

Can someone please clarify? Is this feature implemented? Option needed? (I searched for it, but clearly with no success).
Restore previous Window on Start: yes
Open Empty Editor On start: unchecked

OK, figured it out: Atom needs to have a project folder. I was just creating a file without the Project pane at all (as in: the first file ever).
When the project pane is available, then the auto-save features works as intended.

Thanks for this. I had this issue and solved it because of your comment. Thanks.