If the "Read Only" box is filled with a square instead of a checkmark, that means it should work, and the problem lies elsewhere. I don't know your PC so I can't say for sure, but it's probably some permission issue.
So I downloaded the steam demo, the save problem is fixed. The main problem I have is the game becomes slow when it drops below 60 FPS, mostly in large rooms and room with grinders (or maybe it's the glass floors). There aren't a lot of games I can run at 60 FPS, but some are ok even at like 30 FPS, yours go in slow-mo, some games get input delays, which fortunately doesn't seem the case here, but it makes charging weapons awkward.