This doesn't happen when using the original save/load dialogs, only ScummVM's.

As far as I can tell, this can be worked around in MenuSystem::initMenu(), where it currently always sets 'running' to false after callin dialog->runModalWithCurrentTarget(). If you only do so when slot >= 0, and set 'newMenuID' back to kMenuIdMain, it will work at the start of the game.

However, if you do that then you'll get the main menu in-game when cancelling a save/load dialog, which probably isn't desirable.

(I know there should be underscores before some of those identifiers, but GitHub seems to want to render that as italics and I can't be bothered to figure out how to suppress that.)