Hi again, @Aj78 and thanks for the question.
Can you clarify if this is a message you saw on the Dropbox mobile app?
In any case, when you export a file from your Dropbox app to your device, you save a copy of that file to your phone's storage.
This copy is not in your Dropbox, so any changes to it, won't sync to your Dropbox.
I hope this clarifies, but if this is not what you're talking about, please give me some more info, so I can help you further.
Cheers!