When you create a new file it is created with DOS line endings according to your settings. You are also working with temporary files. The DOS line endings remain even after saving the new file with UNIX line endings or when converting manually from DOS to UNIX in the temporary file. When you switch to hex edit mode you see the temporary file. So you always see 0D 0A even after saving with UNIX line endings or after conversion to UNIX. But the real file is nevertheless saved with UNIX line endings (0A only). The prompt you get after closing the file and re-opening it shows you that the file was really saved with UNIX line endings. But when working with temporary files and you open the hex edit view you see again 0D 0A because in the temporary file DOS line endings are used.
I work also with DOS as well with UNIX line endings. Therefore I have chosen Automatically convert to DOS format
and use Save file as input format (UNIX/MAC/DOS)
. With that settings the UNIX files are converted to DOS for editing only (which of course takes place automatically when working with temporary files), but nevertheless saved as UNIX files. Big advantage with that settings is that lines copied via clipboard to other programs are copied with 0D 0A as normal for Windows and not sometimes with 0D 0A and sometimes with 0A only depending on the format of the line endings of the current file. Also always working (temporarily) with DOS line endings makes macros, scripts and find/replaces with line endings much easier because I know, all files have DOS line endings.
If you wan't to work with UNIX file endings without a temporary conversion to DOS line endings and see therefore only 0A in the hex edit mode, you need to set UNIX/MAC file detection/conversion
which does not really disable the detection, it just disables the temporary conversion to DOS and the prompt when a file is not a DOS file. Option Automatically convert to DOS format
as I use just disables in real with Save file as input format (UNIX/MAC/DOS)
also enabled only the prompt because the conversion from UNIX to DOS in the temporary file is also done when using Detect file type and prompt to change
and decline permanent conversion to DOS.
See also the topic Windows CRLF versus Linux LF
Update: With UE v184.108.40.2061 and any later version a conversion from DOS to UNIX is done immediately instead of on next save.