You're right you cannot save the scene (or Storyline step) before it's start, but can always replay it, as many times you want. Simply after playing it the first time, find it in the storyline details (lower left panel) and click the replay icon.I still enjoy this game and feel bad for the Dev that this game hasn't caught on for him like most others that are far worse but if you go into the game knowing Unity is just horrible then you won't be disappointed, the renders and models are great, my only complaint is the save option, not being able to save a scene in the beginning to check other options later is my only complaint.
Hope this help.