I've noticed this issue in Mathematica 8 and 10 on my laptop which runs Ubuntu 14.04. If I've recently saved the notebook, it will close just before my laptop completes the suspend. If I haven't saved, the "Save changes to 'notebook.nb' before quitting?" dialog box shows up and Mathematica is still open when I resume from the suspend. This happens everytime.
An easy work around is to add a trivial edit to the notebook so there is still some unsaved work when I suspend, but I was wondering if anyone else has experienced this and found a solution? (Sometimes I forget to not save my work and lose the data I had in the kernel session...)
Also, I imagine this issue is related to this question as well as this one which I also experience on my laptop but neither of which seem to have been resolved yet. Mathematica appears to have some issues running during a suspend cyle.