This happened to me a few years back at a restaurant and I DID inquire about my change.
I was polite to the server and simply said, "Excuse me. But, did you forget to give me the rest of my change? I didn't get back my (I don't remember how much) cents."
He got incredibly angry. He stalked away and came back and literally threw the change at me. And said, "Here. If you need this money that bad, take it."
And this is where the poop hit the fan.
A: I'm an awesome tipper. I always tip big, because I believe that good servers and servers in general are underpaid and they deserve it.
B: Don't EVER throw something at me and expect to walk away unscathed.

AND
C: If I'm going to tip you, it's up to me to do so. You don't get to determine the amount of your tip. (minus required minimums)
When he threw the money at me, I almost lost my mind. The incident ended in him being fired. I never felt bad about it either.
As far as I'm concerned, when I tip, I get to decide the amount (again, minus required minimums). Should you decide to keep my money, clearly you've decided that that's the only tip you should receive.
I think it's incredibly poor practice for a server to keep any amount of money without permission. If I were you, I'd speak up! I've never had this happen before or since the incident I mentioned above.