Yeah, the checkpoint system is a feature the lack of which has been highlighted by other players too.
Unfortunately, while it's pretty straightforward to implement a saving system if you have that in mind when you first undertake a project, adding that same feature at the current stage of a (relatively) elaborate game like mine is far from simple - not to say it's a real pain. :/
Since this is my very first game, I was absolutely unaware of that.
Due to inexperience, my idea was to throw in a saving system of some kind, sooner or later; and when I found out the truth it was too late!
I'm still trying to implement it, btw. :)
Not that I want to defend my fault, but take into account that, once you know how to deal with the early game, you can beat it and reach Lockwood in five minutes. Also, don't forget that some items can provide you a second chance.
Everything aside, I'm glad you like my game! :)