you can just play on easy. most games you could go through without save. although this changed a bit latelly. but if you look at a bit older games such as doom they are preeety easy on the easy level.
and also save feature is there so you can save and leave the game and continue it some other time when you have the time to do so. no one forces you to save or use load... 
__________________
Crantius Colto: Fear not. You are safe here with me.
Lifts-Her-Tail: I must finish my cleaning, sir. The mistress will have my head if I do not!
Crantius Colto: Cleaning, eh? I have something for you. Here, polish my spear.
Lifts-Her-Tail: But it is huge! It could take me all night!
Crantius Colto: Plenty of time, my sweet. Plenty of time.
From The Lusty Argonian Maid by Crassius Curio found in TES3: Morrowind
|