You are not alone, this type of thing is happening regularly with savegames. No warning that it isnt successful, but it isnt saving your progress. My save game file is not modified since the first time i played the game, even after my third time playing it. Soemthing is very wrong.
EDIT: Quick Follow up, I have fixed the problem. Go to your "X:\Program Files (x86)\Steam\userdata\########\######\remote\" directory that contains the save file. You need to make sure that the attributes for all files in the directory are not read only and that the security tab has for each 'group or user name' the ability to write. I assume it is All Application Packages user, but i have not tested for certain, i just hit write permissions for a number of them and it worked.
Now this doesnt give me back the several hours of my life that is wasted, but it solves the problem