yup, import/export is common, but with each DAW using protocols specific to it. If I follow your described workflow you record a track/file in LPx, edit it with Melodyne.ara, and save it by/when you close the first LPx session. You then open another LPx session and import that track/file into the new instance of LPx. In this situation you will have imported the original source file and not the Melodyne edit file. The Melodyne edit are not lost, just not imported along with the source file.
I have never tried your workflow as described above. When moving from one session to another, either on the same machine or another (at hand or remote), I will bounce the track down with Melodyne active and preserve the edits that way...hth.../s~