I would be grateful for this option too. Even if hidden, so it didn’t show up on the menu until you held the Shift key or something (like the two current varieties of Close, Cmd-W and Shift-Cmd-W).
The reason is that sometimes you make changes that you don’t want to preserve, and that can’t easily be backed-out of with Cmd-Z.
I know that there is a Rename command, but it seems to work differently from (say) the familiar, standard Save-As function in most apps. That is: If you have a file called OldFileName.Tbx, and then you Rename it to NewFileName.Tbx, the result (I believe) is to replace the old file with a new one, under the new name, rather than to make a Save-As additional copy of the file.
I could be wrong about that, but as a user I would be grateful for one or both of: (a) a Save As function that works the way that does in most apps, creating an additional copy of the file under a different name; and (b) some “close without saving” function.