There are a lot of problem with save load anywhere.
Here is an example ( from an old game ) I cannot even remember it's name anymore, but you needed to go to jail to find a secret stone inside the jail and open up a large part of the story. There was a lot of events designed by the developer that'd make you go to jail, so I guess they just counted on it happening sooner or later. However the saving / loading player ( in this case me ) associated it with a bad thing, and kept loading and making another choice each time it happend.
Now an important part of the game design was missed, same for surprise "things" that the developer might have designed that the player would not expect to happen, had the player know it'd happen with this certain combination of actions / choices they'd probably have stuck with those, but since they don't know it'll go like that they'd save load instead.
Yet another example, there is casino in game, now with save load, you can just bet all your money on something... and if you lose, load again, bet again, and save when you win. Economy is broken.... there are many such an examples, I believe save automatically when exiting, and if you die have a mechanic to handle that ( if not in ironmen mode, which I realise is too hardcore for most ).