Sorry. Don't get snippy with me just because I informed you that what you want already exists. I am actually trying to help.

When I host a co-op game, I make a manual save at the start and the end of the session. If I do that, then after the co-op is done, I could re-load to before the player joined and continue on my way, and if the guy wants to pick up where we left off, I could make a manual save of my single-player progress and load the end-of-coop-session one.

If I wanted to get really fancy, then I could take two minutes before starting the co-op session and make a second profile and copy the first profile's saves into it. If you make frequent manual saves, keeping old quick and auto-saves is less important.

I suppose they could add a "save to profile..." option in the save menu.