Hit ctrl+N. Immediately close the new project. Dorico prompts to save changes. But you’ve not made changes. You’ve done nothing but start a new project (perhaps by accident. Shift +N is close to Ctrl+N).
I propose that save changes dialogue appears only when changes have been made. Or if this is too far fetched of an idea, the dialogue prompts “Do you want to save this project” rather than “do you want to save changes”. Cosmetic, but valid? Take it or leave it.