Hmm, bit late, but...
Sideloaded books, when deleted, leave their annotations data behind (although calibre's Delete from device will clear that as well).
Assuming the author/title data hasn't changed in calibre, it will receive the same on-device filename, and remember the last place you were at when you deleted it. I assume that was when you finished the book.
Now, if you are saying that after opening the book, you went back but the Kindle did not remember your
new location,
that is a different problem, and it sounds like the Kindle wasn't remembering the new location once you closed the book.
I'm not sure why that might happen (corrupted file, maybe?), but I would be willing to bet deleting just the {book-filename}.sdr/ folder (next to the {book-filename}.azw3 file) would have done the trick as well.