Achievements are not saving after you exit the game.
I'm sorry to hear that. What platform are you playing on? It usually saves to your documents folder; however, this functionality may not be working properly on all platforms or setups. I'll look into this as soon as possible. Apologies for the inconvenience.
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Okay, that build should be live now. Again, apologies and don't hesitate to let me know if you're still having issues.