Saving is something that I really don't want to have. It gives the mission immersion, and changes your flight mentality. (..heck, I saved, let me try some Rambo shait now) I flew a lot of missions over and over again because getting shot down, and didn't regret it (except the getting shot part :))
In DCS you can use easily the mission editor to get directly in a fight or practice something. For me it is enough. Well that's my opinion.