Any change to the structure of the file (even switching a layer off and on again, or reverting to the original snapshot) qualfies the file as 'edited'. I agree this is not ideal, but its a part of the way that photosop needs to do things to avoid accidental losing or closing of the file. Save for Web wants to save its preferences (could be different for each file)
I absolutely agree than any change to the structure should mark the image as changed. That's exactly the problem here: The Save for Web feature is an export dialog that saves a copy without making a single alteration to the open document. Even Paint Shop Pro behaves correctly in this scenario--an application at the caliber (and cost) of Photoshop shouldn't have this kind of sloppiness.
The dialog does save it's prefernces when you either save or click done (in both cases it mistakenly marks the image as changed). However, the dialog's preferences have absolutely nothing to do with the open file. The preferences are global, not per file, and are saved into standard ps preference files in the user's application data directory.
Also, after you've exported, when you close the file and Adobe asked if want to save the supposedly changed file, it unessessarily increases the chance of accidentally saving it. For a lossless PSD its no big deal, but if the original is a jpg and you accidentally click Yes instead of No, then you just lost some quality in your original.
In general: The only time an open image should be marked as changed is after performing an opteration that affects its undo/redo history. Marking the image as changed under any other situation is not appropriate.