Loss Aversion
We as humans don't love losing things. It's why we back up our data, buy insurance, and put so much effort into throwing AirTags on everything we own. Designers can leverage this fear of loss to their advantage.
Don't lose your work!
Your unsaved changes will be permanently lost if you don't save now.
The demo is an all-time classic involving a saving dialog. It's a common UI pattern for checking on the user before they do a potentially destructive action. Note the underlining of "permanently lost" in the subtitle. This phrasing scares the user into keeping their work safe.
Would this be as eye-catching if it said "Please save?" No. It's the threat of loss that makes it feel powerful.