Firefox saves stuff (well, I think it saves it during normal operation rather than on exit), and emacs treats it as a "user disconnected" event and saves recovery files.
I think the real issue is not so much losing work as losing state: you're editing a particular set of documents, talking to a particular set of people, have logged into some particular web sites, and you've got the windows arranged so that you can see the windows you want at the same time. Killing the server and coming right back puts you back in a neutral state. Your word processor may save the document you were editing, but it almost certainly won't remember where your cursor was.