On the Editor page in the Preferences you can turn on an option to “indicate lines that were edited since the file was last opened or saved with highlighting in the left margin”. If you open a file and start editing it, edited lines are indicated as edited since last saving the file (as those lines have unsaved changes). If you then save the file, all edited lines have their indicators changed to edited since last opening the file (as those lines no longer have unsaved changes). Lines you edit after saving are then again indicated as edited since last saving.
The Go|Previous Unsaved Edit command only cares about lines indicated as edited since last saving the file. It moves the cursor to the previous line indicated as such. If there is no such line, the cursor is moved to the first line. If the cursor is already on such a line, then Go|Previous Unsaved Edit skips over all such adjacent lines, jumping from one block of lines edited since saving to the first line in the previous block of lines edited since saving.
Go|Next Unsaved Edit