Soundfont confusion

Could someone please explain why/how adding a soundfont to one file also adds it to other files? And why changing the soundfont for one instrument changes it for all of them? Because that's what apparently happened to me. This is what I did:

I opened the file This Train (attached) and, using Synthesizer, added the soundfont "test 11-6-20.sf2" which I created. I clicked "Save to Score" and exited Synthesizer.

I opened the Mixer, clicked on the "Count-In" instrument, and made sure the "Sound" in the Mixer was 60bpm-NEW from the new soundfont.

Upon doing so, it seems that 60bpm-NEW became the default Sound for ALL other instruments (Piano, Acoustic Bass etc.). What??????

Then I opened up a separate file (an older version of This Train). I had NOT saved the soundfont "test 11-6-20.sf2" to this file. But this file also "lost" the sounds I had assigned to each instrument in the Mixer, substituting a sound from 11-6-20.sf2.

I realize that soundfonts in Synthesizer may be independent of MS files, but why would MS override the instruments originally assigned to each staff in a particular file? This makes me very nervous about adding new soundfonts, because I don't want to have to remember the sounds I originally assigned to each instrument in case they get lost.