User is not asked whether to save scene modifications or not when closing the scene, which was modified from the script (run from the Context Menu).

To reproduce:
1. Open the scene on the attached project
2. Select the "Particle System" GameObject
3. View that the value of the "Order in Layer" in the Renderer module is 0
4. Select the "ParticleBugTest" GameObject
5. Right-click the "Particle Bug Test" script and select "Test" (it changes the "Particle System" GameObject sorting layer to 15)
6. Exit the Unity editor

Desired outcome: "Scene(s) Have Been Modified" dialog is shown before closing the editor.
Actual result: Editor closes without saving the modifications.

Workaround: Editing values manually (not from the script) provokes "Scene(s) Have Been Modified" dialog to appear when the modified scene is being closed.

Reproduced with 5.5.1f1, 5.5.3p1, 5.6.0p2, 2017.1.0b1

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When modifying a prefab from script, in order to store those modifications, the prefab instance needs to be told that something was changed by calling
https://docs.unity3d.com/ScriptReference/PrefabUtility.RecordPrefabInstancePropertyModifications.html

Better yet, SerializeObject and SerializedProperty can be used instead, giving Undo and Prefab support automatically https://docs.unity3d.com/ScriptReference/SerializedObject.html.