Hi,
Every time I open an attached PDF from an Evernote note into a third party PDF annotation app, a new copy of PDF is created in the attachments folder and that is opened. The PDF file that is attached to Evernote note stays there as usual.
I am on windows 10 and have tried three different PDF apps (Drawboard, Xodo, Foxit) from the windows store. The behavior with the Evernote is the same in all the three apps. It doesn't happen when I directly open a PDF file from a disk and save it automatically.
Let me know if you need more information from my end.