A lot has been made about Returnal's difficulty and the inability to save midway through runs, but the game's story relies on deaths--and its design is meant to mitigate the pain.
A lot of the pre-release discussion about Returnal has focused on how tough it is. Here's the thing, though: You're supposed to die in Returnal. You should probably die more.
Developer Housemarque is known for its difficult, intense bullet-hell arcade games, and it brings those sensibilities to a third-person shooter that can definitely ratchet up the difficulty at times. That combines with the game's roguelike nature, where every time you start playing, you'll face a different, randomized map of rooms and start with the bare minimum of equipment. Some upgrades you'll earn are permanent, but many are lost whenever you die, forcing you to build up the power to survive on the alien world of Atropos anew.
That's caused some critics and players to complain that Returnal is too punishing--some of the popular consensus is that you'll have to really step up your shooter skills to hang with it.
At the same time, much has been made about another aspect of Returnal: the inability to save mid-run. Returnal opens with a message telling you that if you quit the game at any point, your current run will end, and you'll be returned to Helios, protagonist Selene's crashed spaceship. If you want to stop playing, you'll have to give up everything you've earned on a run--and as some have said, runs can last hours.
Roguelike fans have been mentally primed to try to go as far as possible in a single run, but that actually flies in the face of how Returnal is made and should be played. Your runs aren't meant to be hours long, but divided into manageable bits with clear goals. If your run is lasting hours, you should, uh...die.
Like some other roguelikes, Returnal is the story of a time loop. Every time she's killed, Selene awakens again at Helios, fully cognizant of everything that she experienced up until her last death. Figuring out why you're in this eternal loop of returns--Returnal, get it--is part of the story.
And indeed, every new run rearranges the world before you, causing you to stumble on new information. Returnal is littered with audio logs left by past Selenes during other attempts to reach her goal, a strange broadcast on Atropos called White Shadow, and clues to the alien civilization on Atropos that seems to have been wiped out. If you don't die, you can miss those items because they're tied to the game's procedurally generated map. You need the map to rearrange itself to find them.
So Returnal's story is built expecting you to die and replay portions of the same biomes over and over. There are also logs in the Helios computer that illuminate what's going on (somewhat--it's all a bit vague and trippy in a New Weird fiction sort of way) and some specific story moments that only become available as you defeat bosses and enter new biomes. Returnal expects you to die and return to your starting point and, in fact, provides more story and context when you do.
That's why I think both the lack of saving and the difficulty discussion are overblown, taking focus away from the things that make Returnal interesting and centering instead on mechanical aspects of the game that were purposely, thoughtfully designed. Returnal is made with death as an expectation and is supposed to be difficult to match. If you don't die, things get...wonky. I can tell you that from experience.
Through some combination of luck and skill, I ripped through a huge chunk of Returnal on what was essentially my first run. (There's a monster you fight early in the game that I believe is meant to kill you once to demonstrate the time loop, so this was the run after that one). I found an artifact that healed me when I was close to death, which helped keep me from ever getting down to one hit from death. Another artifact gave me what was essentially an extra life at a key moment. I uncovered powerful guns and avoided "malignant" pickups that have a chance of giving you serious, painful debuffs. I made use of the Recombinator, a machine you can find somewhere in each biome that will revive you if you die on that map. And I cleared the first three biomes and the first three bosses of Returnal in one big four-to-five-hour stretch, leaving my PlayStation 5 in Rest mode when I needed to quit.
Not long after, I completely regretted my deathless, overpowered, boss-smashing run.
Without spoiling too much, there are twists and turns in Returnal's story that recontextualize the narrative at key moments as you play. The trouble is, as mentioned, you need to return to Helios and re-play the game's biomes in order to see a few big parts of that narrative. I never died--so I never saw those things. And when Returnal started throwing twists at me, I had no idea what was going on. Eventually, I just decided to restart the game and throw away five-plus hours of progress so I could die more.
So when it comes to difficulty, well, that's kind of the point. Selene's many deaths are mirrored in her struggle to uncover the truth of what's happening to her, and Returnal is built so that you experience that frustration along with her. The audio logs, in particular, start to paint a picture of what it's like to go through cycle after cycle on Atropos, something you're supposed to start to feel as well. If you don't die, you don't get that, and Returnal is weaker for it.
That's not to say you have to get punched in the face by the game over and over to really "get" it. In fact, I think Returnal is extremely forgiving about a great many elements of how you make progress. This isn't a roguelike in the same vein as something like Hades or Dead Cells; Returnal is aware of the fact that biomes are big and can take a long time to cross, and it puts a bunch of elements in your path that help you cut that time down.
For instance, most biomes have a boss, and to reach that boss, you have to unlock a door by finding one or more keys. That means you have to scour the biome for the keys, often fighting some tough battles along the way. But keys are persistent--once you find them, you've got them, even if you die. And once you've unlocked the boss door, it stays unlocked on subsequent runs. What's more, even though biome maps are procedurally generated, they tend to flow in a predictable way; you'll usually reach a central area that's near the boss room pretty early on, and once you have the keys, you can blow off searching the sections of the map that would normally house them. All doors on your map are also clearly marked as either part of the critical path or as optional side rooms, further allowing you to prioritize. With the keys found, you can go straight to your fight with the boss--it might be a good idea to spend some time gearing up for the battle, but you definitely don't need to spend an hour or more in the biome getting ready.
Unlocking a boss is persistent, getting to a boss is relatively easy, and once a boss is defeated, you never have to fight it again if you don't want to. Defeating each boss gives you a key or a traversal item that lets you then access the next biome, and that item is persistent as well. So once you have the ability to travel to the second biome, the Crimson Wastes, for instance, you can just run through the first biome until you hit the teleporter that lets you move on. When you arrive in the Crimson Wastes, a weapon upgrade will be waiting for you to guarantee that any gear you find will be up to snuff against local enemies. You can effectively skip to the next section of the game while spending minimal time replaying areas you've already seen--unlike in a roguelike such as Hades, where you have to fight through every biome and every boss on every single run.
Returnal continually provides you with ways of cutting down on how much you have to replay, and you should be using those shortcuts. If you're clearing every biome over and over in order to gear yourself up to be as strong as possible, yeah, your runs will last hours, but they aren't supposed to. You're supposed to run through a small portion of a biome you've already seen, maybe pick up some new story elements, and move along to somewhere new. You're supposed to die a few times so that you get kicked back to Helios to read a new ship log and to stop by a key location for another story cutscene before you return to your destination. You're supposed to focus on finding the next key, killing the next boss, or opening the next path.
Really, it's too easy not to die in Returnal, and the usual roguelike mentality that incentivizes getting as strong as you can to go as far as you can is antithetical to the way the game is actually made. In truth, you want to die and return to Helios at least one time after you enter a new biome. A lot of the time, it's better to give up a run and restart a cycle than go for hours and hours, either in one sitting or by using your PS5's Rest mode. That's the way Returnal is built; that's why it doesn't let you save mid-run.
Still, some are already clamoring for Housemarque to add a save feature to Returnal. And if there's a good argument for the feature, it's that even short runs are too long for busy people, folks with children and other commitments, and the like. The developer responded to a Reddit thread about the issue, saying that it was listening to the community but had no plans for updates.
As mentioned, though, Returnal is built to encourage you to quit, die, and restart. It doesn't want you to get too committed to a build or to slam through several biomes at once. The solution here isn't a save feature--it's quitting a run and being okay with it. I think that's what Housemarque is trying to get across through the design of the game, and why it isn't committing to making a change.
All that to say, when you're considering Returnal, struggling with its difficulty, or wishing you could log out of the game without losing all your sick upgrades, consider how the game was designed. Death is part of the experience. It's actually essential. Everything about Returnal is made with that in mind--and lots of parts of the game exist to make dying a part of the experience without being punishing.
It's okay to die in Returnal and to give up a run and start a new cycle sometimes. You'll have a better experience if you let it happen. Trust me on this one.