Newbie: Why do some files have a bug on the file icon and other don't?

Script Debugger
#1

Some of the files I create with Script Debugger have the bug in the lower right corner of the icon and some don’t.

Why?

#2

If you save a script while it’s in Debugging Mode that’s indicated by the ladybug on the icon.

#3

And, if I would have been paying attention, when I open that file it is still in the debugging mode.
-Thanks