It turns out, the developers who made this game were too busy eating Cheetos to add a save button. Who needs saving, anyway?
The game will occasionally freeze, but that's just the developer's way of saying "Hey, you're doing it right!"
The game will sometimes crash, but that's just the developer's way of saying "Good job, you're pushing the limits!"
The game will occasionally spawn a giant, invisible, laser-wielding robot that will chase you around the level, but that's just the developer's way of saying "You know what, let's just call it a feature!"