Local Save

Hello!
(first of all, I'm really sorry about my english skills, so I hope I'm understandable >.>)
I recently "downloaded" the last version of twine 2.
I lost (I assume so) my last story...

Is it completely impossible to save directly your project as a local file ?

I think that so... absurd and strange, so, that's why I ask the question >.>
Are you forced to save your story in HTML ?
Plus, I think that a technical bug, but when I tried to close the software, twine refused to obey T.T
I don't know if you have the same problems, but, I used to use the previous version and I'm little bit lost with this new update.

Thanks