Lol, so you admit to playing the first game which means you already know that you can save the game and that it is an important and useful feature.
It's not the developer's fault if you forget to save.
It's not their fault if you pick the mode with perma-death instead of a normal one.
Saving and loading games is standard practise for this genre since it was invented decades ago.
Lastly, the game does auto-save at important milestones or before you enter new areas.
