I am very sorry about that and VERY confused myself. Losing a save file right after the bandit baddie scene is disappointing.
Sadly, I don't know why this is happening myself, like I said I never encountered this before. If anything, if you plan on playing through again and getting to the same place, open the game's www-folder and go inside the save folder. Then copy over the saves in a different folder seperate from the game's one, or see if the save files/folder magically disappears after you close the game.
Again, sorry that I can't help more than this and I'm sorry your first experience here was like this.
I still hope you enjoyed the game between the save corruptions!