Everything that has an end, has a beginning...
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The saved games don't actually save with the level name you are on. I am on level 10 yet it keeps saying level 3. All the autosaves also say level 3. Makes it hard to know which is which.
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Portal did the exact same thing as well. The only way this could have been fixed, was to make each puzzle it's own level, which would have been annoying for the loading. Not really a bug.
In fact, he talks about it in the Developers Commentary.
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