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Could be several things that are causing the problem:
1. If the parts in your assembly have links to other pointed documents, the children parts will always require an update if the parent parts are modified. Make sure you save all the modified parts as well as the product.
2. Are you overwriting the modified parts? If not, you might be saving the modified parts in one folder, but opening the original parts from a different folder.
3. Your Search Order could be wrong, causing the situation in #2.