I have my project rate set at 44100 Hz. When I import a stereo FINALE music notation WAV file into AUDACITY the project rate gets changed to 48000 Hz. Why and should it be left there or changed back to 44100 Hz?
It means your imported file was 48kHz and that overrides the default setting. You can change the project rate back to 44.1kHz, in which case your exported file would match the project rate setting.
If you don’t have any specific requirements leave it at 48kHz and avoid any unnecessary conversions. The conversion wouldn’t affect the sound but if there’s no reason it’s best not to do it. If you use an uncompressed format, the 48kHz file will be proportionally larger.
CDs are 44.1kHz so if you are making a CD it will have to be converted at some point. (Your CD burning software will probably do it automatically.) Most video is 48kHz and 44.1kHz is not valid on a DVD. MP3 files can be either. I have some MPs “ripped” from video and they are 48kHz. (I believe 48kHz is the maximum for MP3.)