Saving mid mission wouldn't really be a good thing for this game as the missions are very short and besides it would take all the fun out of the game but i do realise that gamers now have to save their games constantly as they can't have any kind of challenge or they will just hate all over the game.
To clarify: Actually the game should allow you to save at anytime. Especially when learning a new game, it allows exploring the game without unintentionally screwing yourself over. Those who do not like a "save anywhere" can choose just not to use it.
As it stands, it's like a console game. One save slot, saves at checkpoints. So if you make a mistake due to learning a new game,, your're screwed. Can't restore to an earlier spot. For PC games with GB's of space, really inexcusable to only have one save.