Editing the init file to autobackup seasonally should mean you'd only ever have to go back a month or two to have another go. The three-fingered salute, aforementioned, will also rescue a fortress from history and put it on a more enlightened alternative timeline.
Savescumming goes against the spirit of DF, where the idea is to be part of an ongoing narrative where there must be setbacks as well as victories.
That said, it is not wrong to want to develop a "perfect fortress" unburdened by the shackles of causes and consequences. If the game can be played like SimCity, then why shouldn't it be? Is it fun to make the player go through all the early steps of setting up their vision of an ideal fortress just because they screwed up the last step?
At least one other game tries to get around the problem by asking the player if they would like to be able to exit without saving before a given game begins. Once the game has started the player is committed to their response. This way, the player can decide for themselves if they want their go at the game to be "practice", or "going for a big achievement I don't think I'll ever get if I play realistically"; or if they want to play "realistically" and experience an interesting narrative with setbacks as well as victories.
Of course, even this isn't bulletproof as even when answering "Realistic! No exiting without saving!" the player is still entitled by his Operating System to make the three-fingered salute and terminate the application. I'm guilty of having done this myself... and always regretted it.
In the end, permadeath and obligatory saves on exit are on the honour system. Whether there is an explicit option to is moot, since the player can achieve reloading fortresses with or without the developer's help. Not putting the option in the player's face seems merely discourages them from doing it in the heat of the moment, when all *seems* lost but isn't (just a leg, or that complex machine your dwarves were building before they all drowned). This is a good thing as it prevents rash decisions a player might regret.
(Silverionmox's suggestion seems to be in this spirit, but I would meekly suggest that a lecture is perhaps the last thing a quitting player wants to see, particularly one telling them they've just had a "bad idea" - the player is always right, even when they're wrong, and especially when they're pissed. Not having the option there at all is reminder enough that savescumming is against the grain, whilst still leaving savescumming as a perfectly doable option).
If a player deliberately wants to savescum - if his intent all along was to treat certain events as failure conditions and restart from just before those events happened and fix their causes - then that should be his right.
De facto alt-ctrl-del, it already is.