If you quit BBEdit it'll restore the state to where it was when you left. It recovers documents after crashes. You can even turn on an option that lets you recover "untitled" documents that you explicitly clicked the "Don't Save" button on. I suppose BBEdit isn't literally saving to the open file as you go, so if that's actually what you want, it's a strike against it. I'd have to put some effort into actually losing data with BBEdit, though, and I think on balance I'd prefer "don't let me lose unsaved changes unintentionally but still let me close a file without saving or revert to the version on disk if I confirm that's what I actually want to do".

By "Versions" I'm not entirely sure what you mean, but BBEdit integrates with the Mac's native file versioning at a level that I don't think I've seen any other editor do. You can select "Search > Find Differences > Compare Against Previous Version" and get a diff just the way you would if you were comparing versions in Git or Subversion.