I’m trying to make sense of the Visual Studio options: What’s the difference between “Save all changes” and “Save Changes To Open Documents Only”?

How could you have unsaved changes in a document while it is NOT open in the IDE?
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This is probably related to project files, solution files, and other files which are automatically changed without having to do any editing in a file.
If those files are under source control the effect of what is saved is much more obvious.