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User "shamino" posted a review, on the game page, where he states:

BUYER BEWARE - The game does not allow you to save progress freely, not even on exit. It uses save points only.

Would love to be able to save on exit. Please add this feature, Developers.

I like the idea of the game. Very cool. The graphics are nice and clean and 2D the way I love it User Interfaces are great..

I'm trying to enjoy this game, but I've been playing just 2 hours and already lost over an hour of time invested because it won't save the game when you exit. WHY?!?!?!? Serves no purpose not to save on exit. So far I don't even see any indications of when it actually saves. I thought I reached a 'save point' having completed a mission, so I quit the game and had dinner. I came back and found I have to REDO the same mission again because it did not in fact save when I completed the mission. This is hugely annoying.

I really don't think I can invest time in a game that won't save on exit. I have no time to waste redoing things for no good reason. I wish it had mentioned the lack of save capability in the game description. I would not have bought the game at all.
Please note that the game DOES allow you to save freely.
It is listed so in the introduction and help screens.
You need to jump to where your Clockwork recides, its the location with House symbol. There you can save. Its always available.

Why did developers do this? Easy - in all other locations around the star you are on the mission more or less.