In the next few weeks an update to the game will be uploaded to Steam that includes the new save system that is already in the works and almost finished. This will allow you to quit & save your current run (if you haven't died yet of course!) and even close the app, to be able to return at any time to pick up where you left off.
Keep an eye out for the updated Alpha 7.3 version to hit Steam by the end of this week !!