I know there's more important features to work on but having saves in Steam Cloud would be a nice feature.
Totally agreed, cloud save is needed. In the meantime as workaround, you can move your saves folder to a cloud service of your choice (OneDrive, Nextcloud, Google drive etc) and simply create a hardlink pointing to this folder. A bit finnicy at first, but works very well for me
Yeah I've set up OneDrive to automatically save anything in my pictures or documents folder so I never loose any university work so my Train Sim World save is also safe but I would prefer Steam Cloud.