DampSquib: Neo Scavanger - Save system, wasn't the best idea to store saves as a cookie.
Misery ensues ccleaner.....
It's interesting to note that Cookie Clicker does not store its saves as a cookie, but instead uses persistent storage. (It used to store its save as a cookie, but doesn't anymore.)
Since I'm here, I could mention Shiren the Wanderer DS. While it doesn't ruin the entire game, the save system does ruin one of the bonus dungeons, namely the Ravine of the Dead. The game auto-saves when you leave town with your equipment missing, so if you die or something goes wrong, you can't reload to get your equipment back. The problem is that this particular dungeon basically requires maximum or near-maximum equipment, so if you try the dungeon and fail, you just lost your equipment and need to spend a lot of time building up a new set of equipment so you can try again.
I prefer the way Torneko: The Last Hope (PSX) handles saving; if you fail, you can reload your save from before you started the expedition. This way, if you fail the Ordeal Mansion, you can try again just by reloading your save, and you don't lose more than the one run.
Incidentally, I could say that the Ancient Cave in Lufia 2 was ruined by the lack of any way to save; the dungeon is too long to complete in a reasonable-length session, so the lack of a way to save in the dungeon ruins the dungeon. Lufia: The Legend Returns fixed the problem by adding a self-deleting quick save, but then Lufia: The Ruins of Lore specifically disallowed it to be used in its Ancient Cave (though the one in tRol is significantly different from the others, so I don't know if the lack of saving ruins it).