Audacity, basically, creates a "New Project" when you open an Audio File, so the only way to save over the original file is to Save As... and use the same location and file name, then overwrite it - if possible. Clicking Save just brings up a Save As... dialog in Audacity, because the Project is New. This is more comparable to what a DAW does (for example, opening up an Audio File in Samplitude creates a Waveform Project for that file, instead of editing it directly (and destructively) by default... contrary to Sound Forge).