Autosave is automatic after your first manual save of the current document. Under what circumstances would you really want to decide through a dialog if you delete or save the current document session when closing a document or quitting the application? You could always reopen the document and revise your content (also autosaved) which has far less risk than disabling autosave.
The risks are a power outage where unsaved content is permanently lost. Or your mistake of clicking the Delete button rather than the Save button on that disabled autosave dialog. That unsaved content would be unrecoverable. It has happened to others and a sound reason to use autosave.
If like me, you are using Time Machine every hour to back up your Mac to an external drive, it won't capture any documents that have not been written (e.g. saved) to (changed) since the last backup. With autosave on, these documents would get backed up and show changes made just prior to the backup.
Autosave is a system feature, not restricted to Pages, Numbers, or Keynote. When you apply annotations to a PDF in Apple's Preview, autosave is used there too because Preview checks to see if it is available.
I can show you how to disable autosave, but I wanted you to weigh the risks of disabling it before proceeding.