Yep. Basically it’s supposed to be dynamically linked. When you go back to PPro, it’s supposed to see what you’ve done in AE.
RAM rendering in AE Prior to switching back to PPro is helpful.
You will need to render in PPro, rendering a file from AE is not a necessity. However Sometimes I will send the files to the comp fro PPro, but render a file from AE and bring it back to PPro manually, just because it handles better on the timeline.
Word of advice, there is no “UN-Replace AE Comp” So it’s good practice to start sending comps to AE from a duplicate version of your sequence just in case you need to go back for some reason.
Alex