That's why they have a quick save. I don't know why they have an auto-save exactly, but it doesn't save anywhere nearly enough to protect you.
The best way to protect yourself is to assign a hot key (F12) to "quick save", then use the normal saves after every major event or change of locations, but use the quick-save after killing every small group of monsters.
Here is the thing though, every time I need to remind myself to press a save button it pulls you out of the game. If I am in the middle of a an epic dragon battle taking on an entire fortress I don't want to think "Oh crap I better save the game to protect me from dying or a bug." My mind just doesn't consider it half the time, I am simply enjoying the game and don't want to be bothered with nonsense that really doesn't need to be there to begin with. A simple quick save every time you enter a different area solves that problem 100%.
That is like switching discs through out the game, no one uses it anymore because it is an annoyance and better solutions have been available for a decade.