...c'mon... this was just an April Fools joke...
We just can't put aside our current tasks (ZC DLC, ZC2, etc) to implement a save feature.
Anyways; this game emulates the classic Mac Shadowgate... and that didn't have a save feature. Getting back to where you were in the Malstrums Mansion isn't that long. I know that's sort of an excuse... but this game was just a very elaborate April Fools joke.