This is correct, as the events_UNSUPERVISED.mat is a backup file that only contains results from the unsupervised spike sorting process.
Like in other raw recordings (e.g. MEG, EEG, etc.) events are saved in the Link to raw file (
).
https://neuroimage.usc.edu/brainstorm/Tutorials/EventMarkers#On_the_hard_drive
Thus, when supervised spike sorting is performed, modifications are saved in Link to raw file and not in events_UNSUPERVISED.mat.