If you do PROGRAM "[Name here]" instead if going to the menu, then if you actually go to the menu it will show the active project as the one before you did.
See "Supplement" under PROJECT (1) in the manual:
The PROJECT command changes the current project at "non-execution time" (DIRECT mode), but not the saved active project which can only be changed by the "Change Active Project" button. The menu shows the active project as the saved one, not the non-execution time project.
I think you mean PROJECT
The project command only changes the project temporarily,
it will revert back to the one you set from the menu when you restart SB.
