Works as designed. Java agent are complete self contained projects (from a Java point of view). Unfortunately Eclipse doesn't have the notion of sub-projects (will be addressed in Eclipse 4), so whenever you edit a Java agent a temporary project is created. Only when you save that project the results are copied back into the NSF as agent. So the little annoyance is caused by a platform feature lack. Also the two step process (save Java, save project) allows to temp. save Java with errors without copying faulty code back into the NSF.
One more little caveat:
Domino 8.5 could run Java6, however the compatibility default for Java agents is set yo Java1.3. You need to get into the project properties of the agent to switch it in order to use Java5/6 language capabilities (I like generics, they make things clearer).