For those that were curious as to why there isn't an in-game save feature in Project IGI, programmer Martin Gram made a post to the forums at ProjectIGI.com with an explanation, and a suggestion that those that want it in the next IGI patch should mail Eidos and demand they put it in. Here's what he has to say:

When we first designed IGI we didn't want the player to be able to save all the time. So we decided to make the maps relatively small (This however changed a little) to compensate the lack of saving. This seemed to work fine while developing the game.. Time passed and the game ran forward, hastily trying to reach our Christmas deadline.

Imagine our surprise when Eidos 1 month before our beta deadline demanded a save feature. (Probably because of the now large levels). After a long discussion with Eidos, we decide to estimate how long it would take to implement the save feature. After about 3 days our lead programmer returned an estimate to Eidos. As this wasn't a 2 day job, Eidos decided to waived their demand for a save feature.

This is pretty much all there is to the save feature debate. Of course it would have been nice to have a limited kind of saving. But in either case it would have taken a good while to implement and that time wasn't available in November. My advice to people desperate of a save feature is to mail Eidos, and demand that its put in the patch. Otherwise they won't care (wonder if they'll care either way) and the patch will only handle the most pressing matters.