EDIT: (Just a question really, am I the only player with auto-save turned on? It seems that a lot of people complain about the crashes but then go on to say that they hadn't saved. Mine saves every 5 minutes, so even if I do get a crash I'm not totally SOL.)
I too have autosave turned on, and I quicksave frequently. The problem isn't saving, however; rather, it is loading. If the game doesn't crash to desktop when trying to reload, you have the chance to spawn more shards, to reduce the number of figures in a unit, and so on. So when the game does crash, I am still frustrated, even though I save, because I know that my game will be altered in ways I do not want it to be. Hopefully 1.07 changes this!