According to reports on the 'net, there was a bug that prevented the game being saved, either manually or via the auto-save feature. It was suggested that this was because the CD release had a miscoding that made the installed game map the CD drive as the save directory, and obviously the CD-ROM couldn't be written to.
I would have assumed this wouldn't be a problem with the GOG version, where you're not playing from optical media and presumably it's possible for people to save to their installation directory. But I was surprised to see that the first few reviews on the game's page are reporting that the bug still exists, which is why I came here to ask about it.
Obviously GOG is juggling a lot of responsibilities, but it would be great if they could clarify this issue. And as an ongoing feature, have some kind of tech update for any releases with apparent problems -- maybe as a sticky in each game's sub-forum -- giving the bottom line on such issues. e.g. "This has been fixed, so if there's a problem, troubleshoot your system" or "This can't be fixed, because the developers are no longer available, so either take it as-is or ask for a refund". At least then folks would know where it stands.