It hasn't saved it. That's for sure. May be it disables the undo button
or just doesn't keep log of changes. But what I observed is that it
also doesn't allow to undo the changes I did before running the macro.
I.e if I have done some changes, they are available to undo before
running macro. As soon as I run it, they are lost. The undo button is
disabled and even Ctrl + Z for that matter doesn't do anything.

If I reopen, it will open in the last saved state.

Regards,
Manoj