Thank you for reporting the problem with the saves system. We've fixed it ASAP. This hotfix is focused on enabling you the option of continuing the game from the main menu.
About the saves system
The game saves itself after each fully completed quest. It also has checkpoints during each of the quests. So if you die in the middle of the quest, you get "teleported" to the last checkpoint of that quest.
However, if you quit the game in the middle of the quest, you will have to start it from the beginning upon returning to the game.
