"Continue" button has been added in the main menu which allows you to continue your adventure without having to start all over. Your progress is being saved every time when you advance to the next level or when you go back to the main menu or exit the game using the "Exit" button.
For those of you who still wish to have more "hardcore" experience. You can still use the "New Game" button to start over and enjoy the game in the originally intended way.
You might need to restart your Steam Client to get the update.