Reproduce:
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Create a building or other more-than-basic object with blueprinted parts to it; not grouped and not with a blueprint made out of the final building
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Add it to a basic scene
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Press Ctrl-S to save the scene (I confirmed that when I exit after doing this, no prompt is given for an unsaved map / closing afterwards does not help with this bug)
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Note that on re-opening the level file, the imported objects were not saved.
Workaround: File → Save As new level file.
(I’ll check back when I see if blueprinting my test data helps)