It also heightens the feeling of being a fugitive. In those first 20 minutes, you aren't a powerful warlord; you are a survivor running for your life. The lack of a save button adds a subtle layer of tension to the introduction.
These ruin the “proper story” feel. Look for saves explicitly described as or “no side content completed.”
This document explains how Far Cry 4 handles save games immediately after completing the first mission, how to locate and manage those saves on PC and consoles, and steps for troubleshooting common issues. It’s intended for technically proficient users who want reliable, repeatable procedures.