Consider mapping the save button/key/command for *.e files to mean 'reload module'. IIRC, it will save the file first, and then reload.
As for why: Since SlickEdit also knows the concept of include-files, and a full project-management/make/dependency concept probably is overkill, one cannot be sure that only the currently saved file is to be reloaded, if at all.
And especially when I'm tinkering with commands I also depend upon in "daily life", I value the fine control I've been given over when a change will be reflected in the actual commands I can use. Yes, one could imagine another checkbox somewhere in the configuration dialogs...
FWIW,
Johan