Yes, there seems to be some issue that affects some players but not all. Just post a reply to someone else about this so I'll quote it here.
Originally Posted by Brian Shingles
There is no save button as progress should
be saved automatically.
There seems to be some issue which affects a handful of people where the game won't save, however, we've been having trouble replicating and fixing the issue although we have investigated a number of possible solutions.
Any extra information you could provide us would be helpful, such as a dxdiag
to provide information about your system, what router you use, what time you play and maybe logs from successive game sessions where progress hasn't saved (i.e. play for bit, save log as log1old.txt, play again, if progress hasn't saved then save log as log1new.txt and posting both)
Information on attaching logs can be found here
In the meantime, if you still experience this problem we recommend logging out (which should make it save) after about 10 mins then logging back in again, and if progress has saved you should be able to play for longer
We'll do what we can to sort this issue out asap.