It would be nice when opening pdf to make the default "save" behaviour overwrite the existing pdf using what is currently the "export as pdf" option. I don't think it adds anything to make the user jump through extra hoops.
This strikes me as a bad idea, given that once the changes are saved into the PDF they are no longer editable in xournal. One would first need to change the application logic so that, upon opening a PDF, one can recover the original PDF file (before all the changes made by xournal) and the xournal annotations in xournal format (rather than PDF format). Feasible, but a lot of work.
Also, there's a growing number of compressed PDF documents that "Export to PDF" can't parse well and mangles in the process, so having this as the default save behavior would be problematic.