I suspect I didn't explain myself well.
If I remember correctly, you can enter and exit the campaign, and doing so saves the game. There is also a single autosave, which you can't manually select and is there for better or worse.

So in practice, one mistake or ruthless surprise can turn into a lot of wasted time. For the sake of my alopecia, I used to make regular backups to the whole folder, convenient enough using btrfs.