The save logic attempted to write directly to the Program Files directory rather than the user's AppData folder. In modern OS environments, this requires administrative privileges which the game client did not request, causing the write operation to be denied by the OS without throwing a visible exception in the UI.
If all else fails, a known community workaround is to with Administrator privileges and play the game from there. This often bypasses deep-seated permission or pathing issues on your primary profile. prototype 2 failed to save data fix