Why my UE 5.6 asks for rebuilding when i check the Always load last project on startup checkbox?

That’s interesting! Could you paste in your uProject file’s contents here? (You can open it in any text editor). That may give us a hint to why things are rebuilding.

You mentioned that you hadn’t added any C++ classes, but are there any third party plugins that could be triggering it?

Is there a “Source” folder somewhere in your project’s folder structure? If so, back your project up then delete it and try again.