The way I understand how it works (frome experience only, not really knowing what is underneath), is that whatever is in the MDI window actually represents the same thing as a full fledged program running.
So I suppose that for safety sake they simply re-initialize several important variables every time time you press "Run" in MDI.
The reason I think this is as follows: in CNC (Pro ver14.7), if you edit a program in MDI and press RUN, then Camsoft runs that program as a new program. If you forget to press "Save", then the edits you made in the MDI program will be lost on shutdown, because Camsoft is not running from the saved edition of the file on your hard disk, but rather from the MDI temporary file. I think you can find this file somewhere, should you actually need to rescue an edit, but it gets overwritten with each new iteration of MDI + Run.
Thus, when editing a program, press Save in the MDI window, then go and reload the newly saved program from its location on the hard disk.