ODBC apple event support on MacOS has been somewhat broken for a long time (ST2 and all ST3 betas I’ve tried). Saving the file sends the right apple event, but closing the file does not. As a result SFTP clients have no idea that the window has closed and get confused if you try to reopen them.
To see the bug, get an (S)FTP client with good ODBC support; I recommend Yummy FTP, since it has intelligent support for close, and so shows the bug clearly. Use it to edit a remote file in Sublime Text. Edit the file and save a change. You should see the file uploaded. If not using Yummy FTP then the next thing to do is check for intelligent close support: with the file still open in ST, tell the FTP client to edit it. The FTP client should warn you that the file is already being edited. (If it does not then you cannot see the bug; use a different FTP client). Deal with the dialog box by canceling the edit request. Now close the window in ST. Then tell the FTP client to edit the file in ST again. This time you should see the same complaint even though it is no longer true.
Compare this behavior to telling the FTP client to edit a file in TextWrangler. The FTP client will complain if you try to edit again while it’s open in TextWrangler, but will silently and correctly reopen the file if you closed it in TextWrangler.