What EGuide version? I have 4.305. I don't recall if it has changed from 4.1.
If you did a SAVE or SAVE AS in the program task in EGuide, then the program itself is stored outside of the project. All the project has inside is a pointer to the program (something akin to %INCLUDE in base SAS). To change all of those when you change the project means that you have to manually copy the files and change the pointers. It can be done, but it is tedious.
If you did NOT use the SAVE or SAVE AS, then EGuide stores the SAS code internal to the project. Then the different versions of the project would do as you wish. The disadvantage to this approach is that you cannot share common code between projects nor use an external editor.
You can check the properties on the program node to see if it is internal or external.