Apparently it's Windows treating you like you are 4 years old. I removed read only, still didn't work. I checked the folder properties again, it doesn't take my changes into consideration, even as administrator. Maybe if I move it to another place... Nope didn't work...
So I downloaded the steam demo, the save problem is fixed. The main problem I have is the game becomes slow when it drops below 60 FPS, mostly in large rooms and room with grinders (or maybe it's the glass floors). There aren't a lot of games I can run at 60 FPS, but some are ok even at like 30 FPS, yours go in slow-mo, some games get input delays, which fortunately doesn't seem the case here, but it makes charging weapons awkward.