I've just finished the game and when I click on Resume Game, I'm taken back to where I was when I last played. After getting into the game, if I click on Load, my saves are all there.
You do have to click on New Game or Resume first. Then if you click on Load, your saves are listed.
EDIT: Since I finished the game, I ran my CCleaner and like traveler says, it did not erase my game saves as it did with Machinarium.
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