So you're saying that you had already properly extracted / unzipped the game beforehand, when your saves vanished? And that now they are working again just because you decided to go and check?
I apologise for being accusatory, but if there is some kind of issue that is causing saves to disappear that ISN'T related to extracting / unzipping the game, it's important we know about this.
So please, tell me straight: was it because you hadn't extracted the game? Or was it something else?