In case anyone is curious about the "Why"'s:
In Windows 7, C:\Program Files\ is for security reasons off-limits to anyone but programs with Administrator rights. And since Raptor is installed in C:\Program Files\GOG.com\Raptor-something it means if you run Raptor as a normal user, the program is not allowed to save inside a subfolder of C:\Program Files.
Of course, elevating the rights of Raptor to Administrator will solve the problem, and so will running compatibility with XP SP3 since back in the XP days all programs had Administrator rights as default, so that's basically the same thing. A third option would be to install Raptor somewhere outside of C:\Program Files though I don't know if the GOG installer supports that.
I'm actually kinda surprised GOG hasn't fixed this, as it is a pretty simple fix.