There appears to be a bug when having more than 3 save files—my 4th save file ends up being deleted after some time.
I've looked into this, and I think you're using a browser that doesn't support IndexedDB, which is the primary saving system. There's a backup system (LocalStorage), but this only has a 5MB limit, which you're likely running into. I've just released version 5.18, which has a couple of tweaks to reduce the chance that saves will be deleted, but you'll still run into problems when you're out of space.
My plan is to upgrade saving in version 6 so that if it can't save to indexedDB, it'll give you the option to switch to saving via downloading/uploading files instead.