This is how XEDIT works:
Whatever file the prefix command/macro starts with, that pending list sticks with the original file and no other pending lists are initiated.
However, the prefix macro might update the pending list of another file that the prefix macro has switched to with the 'xedit' subcommand.
THE could start working with the pending list of another file when the 'xedit' command is executed in a prefix macro.
I'm adding this for the record -- I've corresponded about this before.