I've been looking into this using the windows build in the latest public JoiPlay build (1.20.550) and can't seem to reproduce this problem on my device.
Are you closing the game using "Menu" > "Save and Quit"? The progress isn't automatically saved so if you or your device are closing the app in any other way that could cause this kind of behaviour.
Otherwise the problem might be a permission issue or the use of some outdated app or plugin.