Paul said months ago on a dev stream that in his mind, "this is not a bug... just spend the points before you save" as he could not see a valid reason beyond cheating for any player wanting to save on turn one. Also that "the issue is to complicated to fix due to how the ability is implemented in game and [he] can not think of an easy way to fix it". I'm paraphrasing, but basically at least at that point he had no interest in addressing it and it seems he felt there was more important things to look at as he felt the 'bug' was an non issue.
That being said I think, as you do, that it should be fixed.. there is really no reason it shouldn't work after you load your game. I always save turn one in case i need to go back a turn or two because i missed something small like buying out an improvement on turn two or setting the production wheel to all research, etc.
So who knows if it will ever get fixed, but I hope it does 
