Malte,
Are you certain the Save dialog did not appear? Is it possible the user mistakenly cancelled the dialog by pressing the space bar or enter key? I've combed through the code, and I don't see how that dialog would be skipped if Inquisit was unable to save the data to the original location.
Note that version 3.0.2.0 will show the red "Inquisit could not save the data" error message even if the Save dialog appeared and the user successfully saves the data file. So, the presence of the error message alone doesn't mean the Save dialog did not appear. (The message appears in this case because technically speaking, the intended save failed even though the backup did not have. Nevertheless, after seeing this situation a few times, I thought it seemed confusing so in 3.0.3.0 the error message no longer appears if the back save succeeds.)
Another possibility - Inquisit actually tries 3 times to save to a network location before showing the Save dialog. If the first attempt failed but the second or third succeeded, you might see the error message and the Save dialog would not appear. If you haven't already, you should check wherther the file is in fact there.
-Sean