According to his post they added a bunch of save areas to the beginning of the game now, so it probably won't be as bad. I actually beat the first boss and then did some other stuff, and at no time did the game say anything about a save system of any sorts, and I was picking up all the letters and everything, being conscientious about not missing anything. I beat that boss on 3 different occasions because the game kept putting me back near the beginning every time I logged in.
I'll keep my eyes open, I would assume there's some sort of indication the game is saving when it happens. I hate having to replay parts of a game, especially unnecessarily, so I'm really hoping I can avoid accidentally wiping out my progress by quitting before the game has saved.
I didn't notice anything annoying in that way playing the AWE version above, its been a while though. I've been waiting to get a new GPU with ray tracing to replay it.