PS CC edit not added to LR 5 catalog

Hi

I understand from the documentation that if I select a RAW file in LR 5 and choose Photo > Edit in > Photoshop CC I can then edit the file in PS and when I save the changes the new file is added to my LR catalog with the word 'Edit' added to the file name.

I'm not seeing this.

I select the edit in PS option and the file is opened in PS and I can make changes. When I then save those changes the file is saved in the original folder as 'untitled 1' and it is not added to the LR 5 catalog.

I've checked the settings I can think of but cannot seem to resolve the issue. Has anyone any ideas what may be wrong or what I may have missed?

Thanks.