At the same time I understand this: Having the knowledge that the decisions I make in life are forever brings a kind of vitality to life, even to the mundane details of life, that would be missing if I had multiple chances to "get it just right."
Can you imagine how detached and listless we would all become if our choices didn't mean much, if we could just simply try again if things didn't work out the way we expected? Life would cease to be life and become an experiment, clinical and dead.
So taking these thoughts into consideration I say, if you want to make only games then by all means allow such conventions as a savegame/loadgame feature. It works well for games. No harm done there.
But if you want to give your participant something more, something like the experience of life - with real vitality - then please throw all savegame/loadgame features right out the window.
Let every decision, every mundane choice, be forever in your created world.
If you want proof that this is the right path for interactive art to take, you only have to look at nature. Cezanne was telling the truth when he wrote, "Art is a harmony parallel to nature." Therefore, if you are ever in doubt as to the direction your work should take, just look at nature, look at your life, and you will find the best way.
And I promise you won't find any savegame/loadgame features there.