I suspect it will. Take a look and see what name the image is given in PS. Is it Untitled? Probably. Your safest way is to Export field contents. This includes an option to (1) specify an export path and (2) use the Automatically open file option that is available. This way you know and are in control of what is going on.
I've managed to trace the folder where the most recent opened image was created. It is in the private/var/folders.......
Strange though that many previous images that I opened over a month ago are not there, wondering if this is a temp folder and the images are deleted after a while or date specific folders are created and the images are hidden in the depths of all the folders?