Shouldn't "Save All Files" save all files?
For example, if I "save all files" then exit, I'm asked "do I want to save the project?", followed by, "do I want to save the workspace?". And I thought I already had.
Is this behaviour intentional?
That's intended behaviour, yes.
Look at http://forums.next.codeblocks.org/index.php?topic=3446.0