Hey, thanks for enjoying the game. This is the first I've heard of save progress getting wiped - a few people actually commented wanting to know how to manually wipe it so they could restart.
Is it each time you start the game? It might worth taking a look in %LocalAppData%\HallsOfPaleWidow\Saved\SaveGames and see if the save file is being deleted or recreated somehow. And if it is check to see if it's happening upon booting the game up or exiting. You can also back up the file for future use, though this isn't ideal.