If I would find a way to intercept the closure in FreePascal before kill that'd be real nice :/
AFAIK - you can't. It's above the program level. The best you can do is make the game save to disk EVERY TIME the highscores are shown... which would be anoying and unhealthy for the hard drive in the long run.
Still, a warning before I lost all that info would have been nice.
Nah. Like I said - even if it IS possible to implement - it would take some serious rewrite of the whole game.
We could just put the info somewhere where the player would see it... Like the "You are running DoomRL for the first time" screen, the screen after that, the menu... or even the manual.