I fear this is currently "by 'bad' design".
1. Create a document and place a JPG linked.
2. From within APu edit the image and switch to the Photo Persona.
3. Add an adjustment like Selective Colour (not merging).
4. Close or save the tab with the edited image.
5. Now you will be asked if you want to save your changes. Click Yes.
6. Next you will be asked, whether you want to save the file flattened (because a JPG has no layers) or save as a new document.
7. Click Save as, as perhaps I don't want to be changed permanently.
Result A: Your choice is only .afpub and .aftemplate. Both nothing I want, so there should the export dialogue kick in. From this point the story goes further.
8. I select .afpub as my target format and the tab with the image closes.
Result B: The image I purposely edited, will not be replaced. The JPG remains at its place.
I would like to see this behaviour changed. As nice as StudioLink is, I explore the limits the more I use it.