Is it possible to make Preview prompt a dialog before quitting?
There's a global setting, which all Apple apps respect [in fact there are two, either of which may help]

System Preferences > General >
Ask to keep changes when closing documents &amp;
Close windows when quitting an app



Checking the first will then ask about unsaved changes, though not about any document that is unedited.
Unchecking the second will make it so that simply re-launching Preview will restore all documents that were open at last Quit.