Description of problem:
I use vinagre often with one or more opened connections. From time to time (I am not sure what it depends on) I press Alt+F4 to close a window on the remote desktop displayed within vinagre. In stead vinagre closes its own window disconnecting all established connections. This can really make one angry. It would be great if vinagre could ask before closing its window with opened connections.

Version-Release number of selected component (if applicable):
vinagre-3.14.3-9.el7.x86_64
vinagre-3.20.2-2.fc24.x86_64

How reproducible:
Often (possibly when the vinagre window is focused in stead of its contents)

Steps to Reproduce:
1. Have some VNC server running (e.g. vncserver locally)
2. Run vinagre 
3. Remote -> Connect
4. Enter the host IP
5. Click the "Connect" button
6. Authenticate
7. Open a window on the remote desktop (in vinagre)
8. Switch to some other (not vinagre) window on the local machine
9. Switch back to vinagre window
10. Press Alt+F4

Actual results:
Vinagre window disappears quitting the application and disconnecting the VNC session.

Expected results:
Vinagre should ask whether to close its window with opened connection, providing these possibilities:
1. Yes - close the window, quit vinagre, disconnect all sessions;
2. No (default) - do not close vinagre window, keep all connections running.

Additional info: