Klumpen0815: Be thankful for this. In the Linux port, there seems to be a bug which deletes the savegame sometimes even when you didn't die, so it's exactly the opposite effect, although it's not happening very often as it seems.
I suspect that the file is supposed to be deleted immediately after being loaded,and if that's true, what you're mentioning is a bug if it's deleted *before* being loaded, which would sound really strange.
As for the rest, I noticed this in my "D:\Program Files (x86)\Ziggurat\Ziggurat_Data\output_log.txt" :
System.IO.IOException: Sharing violation on path C:/Users/Olivier/AppData/LocalLow/Milkstone Studios/Ziggurat/savegame.xml
at System.IO.File.Delete (System.String path) [0x00000] in <filename unknown>:0
at Milkstone.Game.Storage.UnityStorageFile.DeleteFile (System.String filename) [0x00000] in <filename unknown>:0
at StageScript.loadData (IStorageFile container, System.Object parameters) [0x00000] in <filename unknown>:0
So it clearly tries to remove the save but fails for some unclear reason.
And btw, it's strange that the file is created in LocalLow which is reserved to processes running at low integrity level, which is likely not the case here. The game files have the low integrity "No write-up" security label, which is standard here, but that would cause a failure is the deleting process runs at an even lower integrity level. I'll try a few things, such as copying the game files to "Local" instead and linking there from LocalLow, removing the no write-up label, setting the files to zero integrity instead of low, etc... and come back here of course. But in case anything works, that would only be a workaround, waiting for a patch.