I have been saving my gnucash data for some days, and, next time I opened
gnucash with the same data file, I found that it was as I had left some
days before.

I gave df -h, and I realize that the partition was full: there wasn't room
for a data file more.

Notwithstanding, gnucash apparently saved the file. I.e., the saving
appeared performed without problems. On the contrary, the file wasn't saved.

It appears as gnucash can't see the system message (something like "writing
`<gnucash-data-file>': No space left on device")