It’s the idea of maintaining the weight of actions by removing the ability to undo them, in a game where consequences are a major source of tension and enjoyment for the player. Many things you can say about saving at will, you can say about being able to redo perks, or re-rolling levels, or undoing character death. It’s a single-player game, so who cares? The point is that once you start undermining these kind of fundamental design elements the player eventually stops caring about the game and stops having fun. It’s like how I can win any chess game by just smacking his king off the board, but that wouldn’t be according to the arbitrary rules we set and therefore be pretty boring. Another example is how in this game hitting in combat is satisfying because you can miss, it wouldn’t be exciting if you always hit.
I might have misunderstood the OP. If you can save during a battle, quit the game and come back later means you can save, fuck up then load up the save and try again. Besides you can always Alt+tab and close the game then load the save regardless of how you do it. I’ve done that a couple times especially due to the fact you have to retreat in order to load so it’s not as inconvenient.
Jago was referring to my suggestion on saving on exit. If you want to avoid the Alt+tab issue, you could have the game delete the save upon loading it.