When you edit images in Pixelmator Pro, most of the changes you make are nondestructive. For example, you can add text, adjust the colors in an image, add effects or custom styles, then go back to adjust individual changes whenever you like. You can even completely reset them to bring back your original image. The Pixelmator Pro — PXD — file format was designed so you could save those changes together with your file and adjust or reset them after closing and reopening your images.
If you plan to keep working on the text, colors, effects, or other parts of an image after closing it, you should save it as a PXD file. To share images on the web or with someone who doesn't have Pixelmator Pro, you should export it to a different file format.