The support case was as follows…
Load a script which calls another script in the same folder.
It uses @Filename.sql instead of @FullPath\Filename.sql.
Modify the script, do not save it.
Send to SQL*Plus from the Editor.
The referenced script will not execute if the current working directory is not the full path of Filename.sql.
The current working directory will change if you load a file from elsewhere in Toad, for example.
Thus it is too easy for the current working directory to change unknowingly behind the scenes.
The current behavior gives you the opportunity to save if desired, cancel the execution request, or not save and send the Editor contents.
It is an extra click in your case, but should support all expected outcomes where Toad for Oracle 10.5 was limited.