You can save it, but it's gotta be manual unfortunately
On the starting screen you click New Game or Load Game, head to the lower right of the list and click in "To File" and proceed to choose where to put your saves. Whenever you want to load your saves you click from file and choose the document. Do make sure to do it every so often if you tend to be forced to uninstall the game as it's not done automatically. Also this saves/loads every save you have in the game and overwrites everyone you have when you load them, so just be careful about that.