Another approach: on Mac OS 10.5 you could use Time Machine to keep originals of any files you might change.
This still leaves you with a "Do you want to save changes?" alert, which is probably not what you want.
Yet another approach: when I borrow from .maxhelp patches to start off a new patch, I always use Copy rather than Cut. No mod to the old patch, no "Save?" alert, no change to the original file.
Your suggestion of having a global option to make .maxhelp files Read-Only and (if I've understood correctly) to automatically trash all changes on Close… that idea may appeal to some people, but it also opens up cans of worms that will seriously annoy a lot of others.