There is no autosave if you "go back to main menu"

Found this out the hard way. Not sure if intentional or a bug, but it’s very unintuitive.
Despite the game autosaving every x-many minutes, if you go back to the main menu without saving first, all your progress is lost.

Click on Load, then click “Show Recover Saves”.

Then you will see the 3 autosaves underneath your manual save.