I have noticed the same behavior with rendered mp3 and .wav files. I think I can explain why, generally.
If I highlight part of a montage and render the selected audio to mp3 I get a new mp3 audio file on my hard drive, and in a new tab in my project. All good.
BUT… if I make any change to the newly-rendered .mp3 file and then save the file, WL saves the file but doesn’t seem to realize that it has been saved. The rendered mp3 file continues to show an asterix * on the tab next to the file name. No matter how many times I use CTRL-S to bring up a save dialog and then save the file, the asterix remains.
WL is saving the modified file. I can prove this as follows: go through the CTRL-S process once to save the modified mp3 file, and then close it without saving. The changes are saved.
Nevertheless, when I actually close the mp3 file, I am always prompted to save it again, even if my last action was to save it. Same result if I close the entire project.
From time to time, if I close and then re-open my rendered mp3 file, WL generates a message like this:
C:\Users\[name]\AppData\Local\Steinberg\WaveLab Pro 10.0\cache\ace97b447f1e9712b6a855ed69e7ca8a\sample.mp3-956f19a8688ea90339df9d101224413b
This file could not be accessed. It is already in use by this application or another.
In other words, Windows seems to be telling WL that the file is still in use.
I have seen this Windows v. WL file lock problem in another context: After closing files, Windows cannot move or delete them because, Explorer says, “the file is open in Wavelab Pro 10.0.” This can last for hours. I have to close Wavelab to release the file lock.
Sometimes, even WL tells me this! If I render a montage to .wav, close .wav file, and re-render the montage keeping the same destination file name, WL occasionally tells me that I cannot access the file because it is in use by “another process or program”, or that I have to choose a different name because I cannot use the name of a file that’s already open in Wavelab 10.0!
Seems to me that the trouble here is between WL and Windows, releasing file locks when creating temporary files while rendering.
Hope this is helpful.