I stop a render by clicking in null space ( just under the render button ) sometimes it takes a while before the render button turns white, then save and hit resume render button, no dialog ever comes up. So are you rendering to disk? That's the only time I get the dialog. I don't think open/save works with rendering to disk. If you stop a render to disk, it will start back at the begging, at least that's been my experience.

Stephen Ray