without any screenshot, difficult say something, but
You can switch extract/live connection with clicking "Use Extract"
Even after you sue extract, Tableau permanently remember original data connection structure unless you add "New data connection" to extracted data source.
And replace data source from original connection to new TDE.
The why I'm not sure but I totally understand you. So you made an extract and you just want to verify the joins? Or in your case you hit the data source tab by accident. Cool.
So it was a left join on Orders.OrderID = Returns.OrderID. Then you go back to your worksheet and BAM! The extract is re ran.
No wait cancel ! No its to late.... sigh.
So here is how I deal with it. Once I'm done looking at the data source window, I just hit the back button. Then no new extract is created.