How are you opening your project once you closed studio pro?
If you open the project by downloading this from the teamserver I would expect the behavior you are seeing.
However when you naviagte to the project directory and open the mpr file this will contain all the changes that you made locally and the same is true when opening the project from studio pro.
Instead of downloading though team server try to open app though app explorer. Open mpr file. Through it shouldn’t happen through team server also.