Windows can cache files to write later, and can sometimes decide that recently created or modified files are corrupt after a Windows crash or power outage, and delete them. There are various ways a power surge/outage can corrupt files. Backups are the only protection against this, though an uninterruptible power supply for your computer would give you some minutes running off a battery, ideally enough time to shut everything down properly.
The screenshot file is optional; if missing, the preview would just be black, if the game were able to read the data file. That file was also likely corrupt, so the game didn't recognize it as a save (it also wouldn't be listed if the file or folder were renamed, so that they didn't match).
As far as checking the actual save process, you can open the load window before exiting at the end of a play session, to check the save. If something happened during the save process to corrupt the save, it could theoretically just not show up, or could be listed but crash when trying to load it. A corrupt screenshot could also cause the game to crash, though that is very rare (has only been reported twice); in that case, deleting the screenshot would avoid the problem, and allow the save to be loaded.
) that I replaced the corrupt file with, but none the less I feel this is a strange occurrence that I didn't even know was possible and I thought it'd be a good idea to inform others.
