In the next release we'll hopefully have the "hot-exit" behavior like Sublime, where you can close the editor without having to save files, and they're back where you left off when re-opening.
Apparently, the PR for this got merged only 2 weeks ago [1]
[1] https://github.com/Microsoft/vscode/issues/101#issuecomment-...
Complain about MacOS we might but at least it doesn't restart without us being able to stop it.
What it won't do as far as I've seen is allow applications to block the restart if perhaps they contain unsaved data. Your unsaved data is not Windows' problem, and after the restart it won't be yours either - if the app doesn't support hot exit/autosaving of modified buffers/documents then recreating unsaved data will be your problem (but still not Windows' problem).
Hoping they really have it out in the next release.