I initilaly though that PaintNet has https://en.wikipedia.org/wiki/Serial_digital_interface
so when i opened new file i did not notice it opened in same window.
When I was closing the current file, PaintNet asked if want to save other files that were apparently changed..
Thinking I saved the main file, i choosed "not save".
But that resulted in not saving the changes to all files(?)
If my idea is not good, maybe devs can add option for PaintNet to open in SDI/MIDI?
Now it is MDI - several files in one window
SDI (1 window 1 file) - to make sure I will not affect other files in current windows.