I think it'll be for the best if you ignore the Risk of Rain 2 steam forums. The community is incredibly toxic and composed mostly of die-hard "pros" who do nothing but circlejerk about how good they are at the game and how lacking basic features every game had since the dawn of time is a good thing because it makes the game harder and/or less convenient for the players.

You are definitely right in your question about the game lacking a save feature.
It's astonishing to me that the game doesn't have one.
I usually just use the Lunar Bazaar as a rest stop in multiplayer game (or just pause in singleplayer). There is also a mod that enables saving, but I haven't tried it yet.

added for cockroach simulator multi

weeaboo lol ;3

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Have a nice weekend

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