The game warns you to proper prepare before going into the graveyard. (Buy items and level up), so not being able to save there is on purpose for two reasons:
- There's a lot of people that may just rush and don't read that message, and then would save before the boss with 10% HP left and no items, essentially bricking their saves.
- Without having a way to save there, it makes the whole event feel more like an actual challenge, otherwise everyone would just keep retrying the boss without any consequences for not properly preparing.