Don't worry, my slipstreams won't break your save games. You don't have to start over from scratch unless I explicitly state that it needs to.
Personally, if it were my call, I'd not allow loading games within games or starting new games within games, I'd have the player exit out ala BattleField 3. It's just a time sink that could be spent on other things. I am still lobbying for this (yes I know lots of people wouldn't be happy with that but there's a ton of other things that could be worked on that would be much more useful).
The current plan is to let people load games within games and start new games within games so we're trying to do the fairly complex orchestration of shutting down all the threads. I should show you a list from the debugger of just how many threads have to be shut off at just the right time and then restarted to make all that work. It's non-trivial in FE. But it's all those threads that keep a game as complex as FE from not being a pig between turns late game.