In the latest testing update we converted to a new save system that will later work with Cloud Saves, so you can sync your penguin madness with your other computers and also share your saves with friends. However, it didn't work once it made it to Steam.
Everything is fixed now, but if you've played the game since the update you have to manually delete the save files if you want it to convert your old save data. You do this by navigating to C:\Users[YOUR NAME]\AppData\LocalLow\FishSoft\Penguin Heist\ on Windows, ~/Library/Application Support/unity.FishSoft.Penguin Heist/ on Mac, $HOME/.config/unity3d on Linux where you will find two .sav files. Delete this and all will be alright.
Stay safe and keep nootin'!