In my experience this happens when you initiate an operation (Save/Update) and then try to leave the page to do something else before the requested operation has completed.
Next time you save/update a post wait until the edit page returns to normal and displays your content. Then navigate away from the edit page. Chances are that you will not get that warning.
The WordPress editor is trying to tell you that it thinks you have changed your mind about doing the save/update and is trying to keep you from cancelling the operation before it has completed.
In this case it really is not a bug, its a feature.