I’m sorry to hear that, but assuming you are on the most recent version that confirms something for me at least. So first off, closing with the X or the exit game button doesn’t make a difference. They both do the same thing so you’re good there. Second, have you tried launching the game again since this happened?
Basically, what I’ve seen is that sometimes save files don’t seem to register. In my experience they aren’t actually lost. When you get to the load game screen the game is supposed to have (behind the scenes) picked up several variables to indicate that there are in fact save games to load and thus populates the slots correctly. There seems to be an issue with the detection of these variables that I thought I’d pinned down, but apparently not.
So my advice at this point is trying to launch the game again, maybe once or twice to see if they show up. If they don’t try downloading the game again and using the fresh download. Those are the two things that seem to solve the issue for now. If it persists let me know, I’m not 100% sure what I can do but I’ll start checking into it again. I’ve had this happen to me once but I didn’t lose the save file at the time.
