A work around to avoid the prompt "do you want to save your changes" would be the next:
a. Save your file with extension xlsm because a macro will be add.
b. Open xlsm file, press Alt + F11 to go to Microsoft Visual Basic.
c. Double click ThisWorkbook and add this code in the event BeforeClose.
' Exit Excel saving changes
Private Sub Workbook_BeforeClose(Cancel As Boolean)
Dim thisWkBook As Workbook
Set thisWkBook = ThisWorkbook
d. Change True to False in order to exit from Excel without saving any change.
e. Save your xlsm file.
f. Rembember to put automatic calculation of formulas in your application with ClosedXML.
// Instantiate file xlsm
var workbook = new XLWorkbook("C:\Test.xlsm");
// Positioned in first sheet
var ws = workbook.Worksheet(1);
// And the workbook calculation mode:
workbook.CalculateMode = XLCalculateMode.Auto;
// Save file
g. Finally, if you open Test.xlsm with Excel and click in Close, the file will be saved without asking to you commit the changes.
I hope this could be useful to somebody else.