I hear you on the save file stuff. If we do add this feature it will probably be closer to release rather than in a near-future alpha build.
Unfortunately my suspicion is that adding support for this would be a lot of work, and we're only two programmers on the team. And like you said, a lot of games like ours don't have this sort of save support and people still play them so the expectation doesn't feel established enough for it to feel like a must-have before we ship the game. The unfortunate realities of making a game with just two programmers :(