Sometimes when I'm done working I save backups, I used to do this everyday, I work on my .caproj and at the end of the day I save a .capx just in case.
But sometimes I only save my .capx and forget to save the .caproj, so the next day I open the .caproj and start working on it unaware that I'm modifying a version of my project that is not up-to-date.
It would be nice that C2 saved the .capx as independent files and that it let you keep working on your .caproj, because what it does is that once you save your project as .capx, from that point on you're no longer working on the .caproj, but on the .capx, so any new updates will be recorded on the .capx and to go back to working on the .caproj you have to close the current work and open the .caproj again.
I just find that a bit annoying, I hope I'm not the only one :S maybe I'm missing something.