Hi Peter,
This is normal behavior (modulo bugs, but a bug is extremely unlikely here). When you save an image using a format that is not able to store or represent accurately all of the existing data and metadata in the image, its modified state is not cleared and the file path of the newly created (or overwritten) file is not associated with its image window. The purpose of this feature is to protect your data from degradation. For example, this happens when you save a 32-bit floating point image in JPEG format, which uses a lossy compression codec and can only store 8-bit integer pixels. Or if your image has properties, such as an astrometric solution, and you save it in a format different from XISF or FITS.
This feature is called strict file save mode, and is enabled by default. You can disable it with Preferences > File I/O Settings > Strict file save mode. However, disabling this option is *strongly* discouraged.