As I recall, there's a maximum number of saves that AGS games are able to show in its "Load Game" lists. So, I believe, your games were saved, but aren't showing up on the list because there are too many. I think that deleting the older saves will cause the newer ones to appear in the list when you close/open it again, though I can't say for certain.
It's quite a high number, something like fifty games, before this starts happening. If you've got a lot fewer than that, it might be that the Technobabylon program is no longer allowed to create new files, if user/admin permissions on your computer have changed. This can happen if, for example, you've recently upgraded from Windows 7/8 to Windows 10.
Hope that helps!
