I believe when you sideload a book via Calibre, the file that stores the location hasn't been created until you open and close a book. I've found that I just have to start the new book, go a page or two into it. Close it and then swipe back to where I was. Then it saves it in the future. The reason it doesn't do it with books you download from Amazon is because the page location is actually stored on their servers.
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