How to reproduce:
1. Open the user's attached project "2021.2 Beta.zip"
2. Load the "bug" Scene
3. Click Window > Visual Scripting > Visual Scripting Graph
4. In the opened Visual Scripting window click on the arrow near "Create new State Graph"
5. Click "...on new game object"
6. Save Graph
7. Notice that a new Script Graph GameObject appeared

Expected result: "bug" Scene is marked as dirty
Actual result: "bug" Scene is not marked as dirty

Reproducible: 1.7.1, 1.7.3 (2021.2.0b13, 2022.1.0a10)
Could not test with: 2019.4.30f1, 2020.3.19f1 (Visual Scripting not supported), 1.6.1 (2021.1.22f1) (there is no Create new State Graph on new game object option)

Notes:
- After reloading the "bug" Scene last created Script Graph GameObject dissapears