Used to be that after I hit 'stop' on the transport controls when recording, a message box would pop up with save or delete option. Now it saves it without asking, so if I want to delete, I have to select it and then hit 'delete'.
If you go into preferences and 'Recording' you should find an option for 'Prompt to save/delete/rename new files'
and two checkboxes for 'on stop' and 'on punch out'.
Select the on stop option and apply.
The dialog probably has a 'don't ask me again' option that you've hit by mistake.
Once in the distant past I had the 'save or delete' option. Once day it vanished, and I didn't mind that at all. I just have to remember to clean up the project directory at some stage to get rid of all the misfires and unwanted takes.