2.5.3 EXIT Command
  The EXIT command clears memory and returns control to
  DCL command level. If you modify a program and enter the
  EXIT command before you copy it to disk with the SAVE or
  REPLACE command, VAX BASIC signals ``Unsaved change
  has been made, Ctrl/Z or EXIT to exit''. This message warns
  you that any changes will be lost if you do not save the pro-
  gram. You can then store the program or reenter the EXIT
  command (or press Ctrl/Z) to exit from BASIC.