I strongly agree regarding undo movement at the very least.
And even if you don't want to make "save anytime" do a checkpoint save every, say, 5 turns at least. It's really annoying when a tiny mistake at the end makes you replay the entire mission all over, especially given that as usual with Zachtronics, it's not on the easy side. In programming games the difficulty isn't that big of a problem, but here it leads to long mission restarts.
Davanden: Does any one know where saves are stored? Are they on my local computer? I'd like to make my own backups, if the game won't do it for me.
On Windows
%USERPROFILE%\Documents\My Games\Möbius Front '83\
On Linux
~/.local/share/Möbius Front '83