Because a bug that may break the savedata because of an error during Volcano Princess syn progress of Steam Cloud, especially for the ones who played the Demo version.
The devs are still looking for a way to fix it, but for now we strongly recommand you to follow the instructions before you start the game:

Please copy the savedata with physical devices if you need to move to another PC.
(Savedata route: 【SYSTEM DISK】\Users【Your Windows Username】\AppData\LocalLow\EggHatcher\VolcanoPrincess)
BugFix:
(Some archive loss issues are currently being investigated and repaired, which may take some time. Thank you for your understanding.)
Thank you support! If you meet any bugs, please submit a Gle Form. And welcome to our Discord!