When you are in the save as dialog and change the output file type, it will automatically change the default file extension to be correct. However, if you've opened a file - with any extension - and do 'save' it will save it with the same filename using the same file format it was read with. The upshot is, if you rename a RockSim file to have the extension .ork, OpenRocket will open it just fine but it will save it using rocksim format - which doesn't allow for sim data.
The best that OpenRocket could do here to help, would be to open a warning box when the "save" path is executed - warning if the file is being saved using .rkt format. This dialog would have two buttons - "ignore" which will continue to save using .rkt format, and "save as" which will open the save as dialog allowing the user to specify the format and filename.