Not supporting save/load punishes non-expert players and stretches the game's learning curve. The Wish situation I described happened in my first Dom3 game; it left me dissatisfied because I felt that I could not have avoided that situation unless forewarned. I also think that this is not a terribly rare occurrance in a vast vast game like dominions that gives you so many opportunities to make catastrophic mistakes. What exactly is ruined by having the option to go back and learn from those mistakes without spending several hours to restart a new game?
And as other posters have pointed out, saving and loading is an opt-in feature. Several people have objected on the grounds that they wouldn't be able to resist the siren song of "abusing" the save. I think that, in games, people do what they find most entertaining. If you find that you have more fun saving each turn and loading whenever anything goes wrong, I think maybe you should do that
. And I don't look down on you if that's what you want to do. You're playing SP, you should be able to do what you want.