It's true that you can use OnDestroy to invoke some code when a widget is destroyed, but only if it's not the MainWindow.  If it's the MainWindow that's destroyed, it's too late, as you've discovered.

Here's a way to test it.  With some slight modifications to your code and the addition of a boolean variable $b_destroy_button you can try running the following:

use strict;
use warnings;
use Tk;
use Tk::DialogBox;

# User-defined
my $b_destroy_button = 0;  # If set, destroy the Button, not the MainW
+indow

# Main program
my $mw = MainWindow->new();
my $button = $mw->Button(-text => 'Exit');

# Choose which widget to destroy
my $psub;
($b_destroy_button)  or $psub = sub { $mw->destroy() };
($b_destroy_button) and $psub = sub { $button->destroy() };

$button->configure(-command => $psub);
$button->pack(-side => 'right', -ipadx => 10, -padx => 30);
$button->OnDestroy(\&exit_app);
MainLoop;

# Subroutines
sub exit_app{
    print "1\n";
    my $db = $mw->DialogBox(-title => 'Error',-buttons => ['CSV','Aban
+don']);
    my $text = "Do you wish to save a new CSV file or abandon changes?
+";
    $db->Label(-text => $text)->pack();
    my $button = $db->Show();
    if ($button eq 'CSV'){
        save_csv();
    }
}

sub save_csv{
    return 1;
}
[download]

Now if you run it "as is", you'll get the same behavior, because destroying the MainWindow causes a problem.

But when you destroy just the Button instead, by changing the value of $b_destroy_button to 1, it will successfully give you the DialogBox you want.

An alternative way to do this (if you don't want to have to destroy a widget before taking the action of possibly writing the CSV file), is to just put the call to exit_app() in the callback for the Button.  Then, after you're done writing the CSV file (or not), you can have the callback destroy the application, like so:

use strict;
use warnings;
use Tk;
use Tk::DialogBox;

# Main program
my $mw = MainWindow->new();
my $button = $mw->Button(-text => 'Exit');
$button->configure(-command => \&exit_app);
$button->pack(-side => 'right', -ipadx => 10, -padx => 30);
MainLoop;

# Subroutines
sub exit_app{
    print "1\n";
    my $db = $mw->DialogBox(-title => 'Error',-buttons => ['CSV','Aban
+don']);
    my $text = "Do you wish to save a new CSV file or abandon changes?
+";
    $db->Label(-text => $text)->pack();
    my $button = $db->Show();
    if ($button eq 'CSV'){
        save_csv();
    }
    $mw->destroy();
}

sub save_csv{
    return 1;
}
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