Que componentes usas ¿IBX? ¿IBObjects?, me imagino que IBX, recordamos ApplyUpdates:
Código Delphi
[-]Writes a dataset’s pending cached updates to the database.
Delphi syntax:
procedure ApplyUpdates;
C++ syntax:
void __fastcall ApplyUpdates(void);
Description
Call ApplyUpdates to write a dataset’s pending cached updates to
a database. This method passes cached data to the database for
storage, but the changes are not committed to the database.
An application must explicitly call the TIBTransaction component’s
Commit method to commit the changes to the database if the write
is successful, or call the TIBTransaction component’s Rollback
method to undo the changes if there is an error.
Note: The preferred method for updating datasets is to call a
database component’s ApplyUpdates method rather than to call each
individual dataset’s ApplyUpdates method. The application is
responsible for committing or rolling back the transaction.
Es OBLIGATORIO hacer commit/rollback, de forma explícita antes de cerrar la transacción (en tu caso lo hace el programa al cerrarse), para que los cambios se queden permanentes en la base de datos.