That is not Tableau specific issue.
Talking about solution using Tableau related, use server or Online.
When Tableau desktop opens up the recently opened file and saves the changes back to the folder where the file is existing, it should be able to pull up the recently opened file with the recent changes. Right?
Theoretically yes, but if you extract data, behavior is completely different.
I am saying workbook and data source(or TWB and TWBX) is different thing.