Firebolt keeps unsaved tabs (unnamed scripts) of the UI under the local storage. Generally, you can close the browser, reopen it, and the tabs will remain as they were.
However, local storage is limited to around 5 MB (and perhaps less, depending on the number of browsers you are using). If other websites that also write in the local storage are used, once the size limit is hit some things may be erased. This could include the last unsaved scripts in the Firebolt SQL editor.
To prevent such cases, save your scripts! You can also clear your browser cache/cookies - this clears the local storage as well and provides space to retain the unsaved tabs.