Might be better to ask this question in the main thread stickied near top of main DBP board. I haven't used 9Ex in some time and I am not 100% on understanding what you have asked, but I think you are asking why it is that a project must be saved before compiling in order for it to work each time - because you are saving any mistakes you have made? If this is what you mean, then as far as I know you don't have to do this at all. The only time you need to save is if you have a corrupt project file, just the once as a fresh project, not every compile...BUT if instead you are referring to the editor auto saving prior to each compile, then there are settings you can change in the editor to change the default behaviour to never save each compile(Tools>Options usually). Pretty sure this is the case but for some editors I am fairly sure the behaviour can be changed by altering a value in the .cfg file(oldest original editor I am not certain about). Just let us know whether I have this right or not...as you are new here you will be on post approval...3 days I think until your posts appear to us all or until a moderator see's it and allows it...so rather than wait 3 days you can always use the private messaging system - near the top of the forum page you will see it says "Messages(0)". Click that to access it.
EDIT: Please ignore what I said to some degree...you need to update to version 18.104.22.168 of 9Ex, myself and another user raised this very issue ages ago that I forgot about. Normally you could change it via the editor but I had forgotten with 9Ex version you are using that it was a compiler issue that looked like an editor issue. The author(Rudolpho) fixed the issue, here are the details of the fix
EDIT2: I was not 100% clear about the message system - to start the conversation you need to click where it says "PM" which is located at the bottom of each persons posts. You can later continue this conversation by clicking "Messages(0)" as mentioned earlier. Sorry about that.
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