EDIT: There’s an update to this in a new blog entry. To summarize: this behavior is by design and there is a workaround for the problem.
A new bug was reported in the Word for Developers forum this week. I also received an email about the same behavior. Microsoft confirms the behavior but isn’t yet ready to call it a bug. I call it a bug.
To summarize: In all versions of Word through 2010, when you are monitoring the DocumentBeforeSave event the event only triggers if the user chooses to Save the document. If the user chooses not to save when the prompt appears, the event does not trigger.
In Word 2013 the event also triggers when the user chooses “Don’t save”.