While it may not have been obvious in Enterprise Guide 7.1 and earlier, all work done was within a project. That was the way Eguide worked before version 8, and why you were able to use the project log when running programs (.sas files). To mimic what you were doing in version 7.1, you can enable the option to automatically open a project file upon startup, and then make sure any programs you open are added to the project:
If you prefer to work only with program files in Eguide 8.1 and not use a project, then another option is to use PROC PRINTTO and write the log out to an external file. You can append the logs by using the MOD function on a FILENAME statement:
filename test 'location_on_server\mylog.txt' MOD;
proc printto log=test; run;
As a note, if you use PROC PRINTTO, the enterprise Guide log will be empty. There isn't a way to write the SAS log to both SAS/Eguide and an external file.
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