It is the only uncomfortable thing I've found in HxD compared to other text editors.
Sometimes you need to revert changes after Save, but ATM you can't with HxD 2.5.0.0 Win x86/64.
Very frustrating after a lot of recent changes + Save if you want to just go back a few ones...
Re-loading a .bak won't help as you will loose track of single changes you made, sparse in the whole binary.
Undo/Redo should be always kept in memory till you close the file IMHO, as it would be so useful in many situations...
If you want to add a warning as a precaution "You're about to Undo changes after Save of the current file" would be also ok.