Yeah, we don't have that, and we've gotten plenty of grief over that particular design choice
I'll see what can reasonably be done about it in the big patch.
In the meantime, you can save the campaign manually: exit to main menu, then go to the saved games folder and
copy the entire contents of subfolder "campaign" somewhere for keeping, say a zip file.
When, sometime in the future, you want to restart the campaign from that position, clear the campaign directory and copy your old campaign from the zip.
Hope this helps!