Edit original movies that were created in AE only occasionally will automatically open AE and copy the item in the render queue.
Antoine Autokroma.com (Independent Developer of AfterCodecs, BRAW Studio, PlumePack, Influx) commented
There is a XMP project link in the metadata in some footage you export, but this depends on the codec and container. For example for AfterCodecs Exporter https://www.autokroma.com/AfterCodecs this XMP Project Link metadata is enabled for .MOV. It will open up After Effects .aep
Douglas Lyons commented
I rarely use dynamic link to send clips from PP to AE, although I will send to AE then undo in PP, then co my work in AE and then export and bring into Premiere Pro. Until recently, I could right-click on the AE rendered video (not a dynamically linked AE file) and it would open in AE and even have that exact comp loaded. But it doesn't happen any longer.