I don't understand why C3 doesn't pop-up message something like 'Hey, I saved this, but there is a huge problem with X that you need to fix now or the file will never open again'
I'm afraid it's basically impossible to do that. It's entirely possible that Construct is saving perfectly valid data, and then it gets corrupted by a disk failure, a networking problem during upload, and so on. There are lots of ways corruption can happen which aren't Construct's fault.
Construct also can't tell you if your hard drive is about to fail, if Windows is about to fail, if the building is about to burn down, if a flood is about to happen, if you're about to be hit by ransomware, or if your laptop is about to be stolen. So even if it was able to show some kind of warning, it doesn't mean your work is safe. You have to have regular off-site backups for that.