Huh, we certainly haven't seen that. Do you still have the problematic saved game? If so, send it to email@example.com and he'll take a look at it. The actual saved games are stored in either the "<your name>\Saved Games\Hegemony..." folder in Windows Vista or newer, or the "<your name>\My Documents\Hegemony..." folder on XP or older.
Sorry about that. We'll do everything we can to fix it.