Didn't someone write a tool that automatically saved each turn?
In the same way some might say "just don't use the save" others could say "just save your game manually".
In either case the discussion here is unlikely to make any difference in how the game evolves. The ability to add a save game feature is pretty trivial (since you can basically do it by simply copying and renaming a file) so it must have always been a conscience decision to not do this (nethack anyone?) vs. an oversite where someone forgot to do something.
As I said before I would completely abuse an easy to use save game option if it was available. Civ 1, cool a hut, bah who needs gold, barbians... nah, pottery... nice but, ahh awesome a group of settlers! Perfect. Hmm.. I don't want my militia to lose vs theres... cool I won. Did I mention I could beat Civ 1 every time on the hardest difficulty level! I was awesome in that game and everything always seemed to fall into place for me.
Not having a save makes Dominions a different game. Maybe a game other don't like as much... but personally I prefer it.
Again its not like you can't save your game now. Just play Dominions in a window with the game folder open next to it. Ctrl C, Ctrl V on game file. Thats it, it will automatically rename each one... you will only have to manually rename something when you want to "load" the game back.