I've looked this up and set this on every single mac I've used since I switched to TextMate 2 so I guess it is time to finally write it down for myself:

  1. Open a command prompt.
  2. Edit the file ~/Library/Application Support/TextMate/Global.tmProperties
  3. Add the line saveOnBlur = true in the top region before the square bracket sections.
  4. Save and Exit
  5. Relaunch and it should be there.