This depends on which macOS you are using, and what your Mac system preferences are set to. There hasn’t been a change to OmniGraffle, but your macOS may have changed. OmniGraffle follows your settings from the system if you have these features enabled. It is normal to lose your undo stack if you save or close a document, but by default you should have version history. You don’t have to revert to last saved immediately, you still may be able to recover your data if versions are on. I am assuming you have Sierra, and if so, you can use https://support.apple.com/kb/PH25757 to recover.
Some details from Apple at https://support.apple.com/en-us/HT202255 can explain further. Search for the specific version of macOS you are using for more detailed instructions. If we can help further please choose Contact Omni from the help menu.
