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Omgg I have the same thing, it annoys me too!

Hi!

I had the exact same problem with Zeno Remake — my saves would disappear every time I closed the game.
The issue is that Windows blocks the game from writing to its folder if you don’t have the right permissions.

Here’s what worked for me:

1. Right-click the game’s folder → Properties.

2. Go to Security.

3. Click Edit…, select your user.

4. Check Full control (or at least “Write”).

5. Apply and restart the game.

Since then, my saves stay even after closing 😄
You can also just move the game folder somewhere like C:\Games\ or your Desktop — that works too.