Not a preference thing.
You can close the open document you saved the jpeg from without saving it. Then open the jpeg image saved from it. If the layered image was never saved there will be no PSD file on your system for the layered state. If you Flatten a new layer document before saving it as a jpeg file. During the course of the save as jpeg the jpeg images file will become the backing file associated with the open document and the current document name should change from un-named or whatever to the filename.jpg you just saved. New documents have no backing file till they are saved to disk.
If you open a jpeg file and add layers the document becomes layered jpeg does not support layers so Photoshop would want to save a layer document as a layerd file. If you flatten before the save. Save would default to replace the jpeg file currently backing the opened modified and flattened document.