This doesn't surprsie me, from what I can tell, this has the most retarded UI I've seen in a while.
You finish a mission, you get a screen that says "Victory!" and has two options on it, "Continue" and "Save and Quit." What do you think "Save and Quit" does?
If you said "saves the game at the end of the mission and quits to the main menu"...you're wrong! It saves the last CHECKPOINT you were at before you beat the mission, so when you select "Resume game" later you have to play the last couple of minutes of the previous mission again!
If you select continue, it starts loading the next level, then it says "Saving..." while it's loading! So to save your actual mission progress, what you want to do if you want to "save and quit" is select "continue" then quit from the pause screen once the mission starts!
To be fair though, I was lucky I didn't encounter this bug when I was playing...but I was nervous, so I was backing my save game up to the memory card so I'd only lose a day's worth of play if I got hosed...if it helps anyone, I just about never used the mission select menu, I only used "resume game" off the main menu when I came back and I played almost all the levels in order...