Hello James

Now the game does support Autosave Date but it works a little differently in this game then most.

The Game itself  is divided in to Area's, Chapters and Episodes.

Now there are so many Area's in a Chapter, At the end of an Area a checkpoint does kick in but that is in case you die it is not a save data point. This could be where the Customer is getting confused.

Once you beat all Area's in a Chapter you will be given the option to Save and Return to the Menu or Continue to Next Chapter/Episode. This is where you Save your Data, Then you can just continue from the Main Menu by selecting the Chapter/Episode they last got too.

I hope this Helps