To reproduce:
1. Create a new subscene.
2. Create a cube in a scene and make it a prefab.
3. Move an instance of the subscene into the subscene.
4. Close the subscene.
5. Go to the prefab and change its material. Note that the subscene does not reimport, even when selected in the editor, and the material on the entity is not changed. If you open the subscene, you should see that the game-object has picked up on the change. Closing the subscene again will switch back to the outdated entity until a reimport is triggered in some other way.

Note: With 2019.3.0f1 and 2019.3.0f5 (assuming all versions in between also have this problem), subscenes that contain instances of a prefab do not reimport when the subscene is changed. This works fine on 2020.1a18 using the same Entities version (0.4-preview and 0.5-preview).