Hello I bought Steam version but is has big bug - I create profile, I save the game, I exit and then I restart and "no player profiles found" message comes out and all my save is lost, forever!!

I see profiles in Larianstudios directory, but the game doesn't know how to read them. It is because of the Steam version?
Can I get the version in the box instead?
Please help fast I read people are happy with the game and I want to play it as well

Thank you so much!