With new version 1.24 of the game the problem with saving and loading games should be fixed.
Fixed an issue with saving and loading the game.
If something stopped working you can post here:
http://www.ageofcivilizationsgame.com/topic/238775-age-of-history-2-fixed-an-issue-with-saving-and-loading-the-game/
In your free time, check out Age of History 3!
Changed files in this update