In the original US Xbox release there was a potential problems when over-writing save games; if you were playing, and loaded a save that had been over-written, you character could get put in the wrong location (at least annoying, and potentially game breaking if you got moved out of a sealed location with no way to re-enter). Always saving to new slots would prevent this problem, and exiting back to the dashboard and reloading the game/save again would work around it if it happened.
