Because there is no gravity, both objects move freely in space! Just like in outer space!
Just imagine them being connected by an invisible spring!
To save a prefab, click and drag an object from the Hierarchy to the Project. This will save a prefab with all the settings you've done on it.
Hint on creating multiple cubes: Create one, copy it, paste it. Move it over, copy both, past both, move it, and repeat.
So whatever changes you made, you have to overwrite the prefab by clicking and dragging into it.