The last destination will stay in the last destinations memory anyway without saving. When you enter the Nav function again and go for last destinations it will be listed there, at least it is on mine.
For my COMAND-APS (dvd based system) the COMAND owner's manual states on page 152 .... "Select a destination from the Last Destinations memory and press the Save soft key"
You then have the option to save it as a New address or Choose address and save under a name that already exists