This happens when the game is unable to write to the save file to disc, likely a permissions issue. Are you using PC or Mac?
PC. Also put the game in a SD card if that's a thing. Will check if it works on drive C:.
For PC the game will attempt to read and write to %USERPROFILE%\AppData\LocalLow\Seafloor Games\Moonlight Pulse . Usually this isn't an issue, maybe storing the game on the SD card prevents access to the directory.
Can you please update the game and try again? The 1.0.3 patch should fix your save issue.
That worked, thank you for the fast response.