There is no such option.
I can see the attraction of having such an option, up until the day that you lose hours of work and a never to be repeated recording through accidentally closing the project without saving.
If you really want to go ahead, then probably the simplest way to disable the prompt (compiling from source), is to change the line in src/Project.cpp
if (event.CanVeto() && (mEmptyCanBeDirty || bHasTracks)) {
to
if (false) {
It has been previously discussed by the development team, whether to provide an option to disable this warning. The consensus was that doing so would be far too dangerous for a public release, and would be irresponsible to provide users with such an easy path to irretrievably destroying their work without warning.