You need to start the game from inside SH3 Commander with the button. SH3 Commander inserts/modifies some files with gameplay changes before it starts the SH3.exe executable. Once the game has been exited, control is returned to SH3 Commander which reverts those changes and checks the state of your patrol/carreer. (to update patrol logs and such) That is, IF the auto rollback option is enabled.
If you use the SH3/GWX shortcut on the desktop then you will not get the SH3 Commander experience.
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