You are correct. There is no "save and resume" function in the Hands-on Labs.
Each time you deploy a lab, you get a clean copy. You can jump forward in the lab to a specific module in the manual so that you can pick up from any module boundary without duplicating work, but we do not have capacity backing this free service to maintain state for all users' labs. You can extend any session up to 9.5 hours using the EXTEND feature, but that is the limit for persistence.