BOM or Byte Order Mark is sometimes quite annoying. Visual Studio does not change the file unless you save it (as Hans said).
And here is the solution to your problem:
If you want to save a file with other encodings, select save as and extend the save button in file dialog and select "Save with encoding". Or if you want to get rid of this setting permanently, just open File menu and select "Advanced save options" and there you should select "UTF-8 without signature" (and that also answered your last question :). Yes "UTF-8 without signature" is same as without BOM.
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