So, I finished early today the game in medium. Super fun stuff, and readied myself to start a game in NG+ to keep the skills and whatnot.

Started the game, did some steps, remembered I needed to do whatever somewhere else, and ALT+F4 the game.

Later today, I got back in the game, and got no "continue" option available, and under "new game" the "New Game Plus" option was greyed out. It seems there's no way for me to either retry my last game or start a new one with my old skills.

Is a bug? Something's missing?