Save As Dialog Different on Exit vs. File - Save As...

I started by opening a raw file through Camera Raw into a 16 bits/channel document.  My intent was to edit it a little and save as a JPEG.
Photoshop CS5 Adobe added the ability to save a 16 bits/channel document as a JPEG, without first having to convert to 8 bits/channel.  BRAVO Adobe!  It's been great.
However that functionality is specifically missing if one tries to exit Photoshop CS5 with an unsaved document.  Quite a lot of stuff is missing from the Save dialog that pops up there, actually.  It's like some kind of minimalist version.  Why?
If I edit a 16 bits/channel document and try to exit before saving, this is the dialog it puts up:
However, File - Save As yields this dialog:
-Noel

Thanks for clarifying. 
I understand your thinking - you're trying to watch out for the newbie user and trying not to lose his/her layers, etc.
The thing is, the way it is now makes it just a bit harder for a power-user who knows what he's doing to use Photoshop.  I've always disliked features that dumb systems down in the guise of protecting the less technical user at the expense of power.  This is not Photoshop Elements, after all!
My case in point:  I opened a raw file, Camera Raw automatically applied the settings I had chosen and which the software had stored, I downsized the opened image, and wanted to save it as a JPEG.  It had no layers or other "fancy" attributes other than the fact that I always open raw files into 16 bits/channel depth (and I wouldn't want to change THAT default).  Since I don't, as a habit, leave applications open, I thought I would just close Photoshop and save the JPEG on the way out.  The dialog shown above defaulted to PSD, as I expected, but simply didn't allow me the choice to change it to JPEG.  So instead of just being able to blaze through the work in the quickest way, I had to cancel that dialog, choose File - Save As, then exit...
Break in concentration and extra steps for the user who knows what he's doing.
It seems to me that the act of prompting him on exit with a Save As dialog is all the notification needed that document information could be lost, and the user actively changing to another (lossy) format is the user's own confirmation that he/she knows what he/she is about to do.
The more powerful Save As dialog just as it is today would be a perfect match for this.  It's a logical outgrowth of Save As A Copy, and the new feature where you're now allowing Save As JPEG directly from a 16 bit file.  By using the same dialog at the same time as making the product more powerful, you could simplify the implementation and save some future maintenance cost.
-Noel

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