Just that. It is, simply put, a pain to have to quit to the main menu, wait while it loads, then relaunch the route and wait through more loading screens. I think "Continue saved game" should be a pause-screen option.
yep, would save some time, especially if you dont have an SSD for quick loading (mine broke a couple days back and now I have to run TSW from a regular HDD... still decent cos Windows runs from an SSD, but still not comparable to when it used to run from an SSD)