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It's because the templates are loaded from the database, not from the files.
You can update the news module, so the templates on database will be rebuild from the template files (Admin Panel > System > Modules, and click on 'Update' picture of module news).
But the better way to do this is to make a copy of the default template set and edit the set you just created (Admin Panel > System > Templates, and click on 'Clone' link of the default template).