Version: (using KDE 4.3.1) Gwenview treats modified files in very odd way -- displaying _special_ topbar. IMHO it should be dropped -- modification is not something unusual and all apps should show the consistent UI. Instead simply provide enhanced toolbar by default -- save, save all, undo, redo, next/prev modified file. This way it would be less annoying (no popup), no surprise of new element/UI, and user could fully customize it.
There is no "consistent UI" for showing documents/files with unsaved changes. Some programs change the titlebar text, some display a little floppy disk icon somewhere unobtrusive. Gwenview's UI for displaying this condition is arguably among the best: it's noticeable, obvious, and provides the user clear courses of action (save, undo, etc).