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I believe that is an intentional design choice, not a bug. Pretty sure you couldn't do it in the first one either. Or in any of the Total War series. Or even Dawn of War for that matter. I think it is pretty common within the RTS genre that you save before and after a battle...but never during.
 
I believe that is an intentional design choice, not a bug. Pretty sure you couldn't do it in the first one either. Or in any of the Total War series. Or even Dawn of War for that matter. I think it is pretty common within the RTS genre that you save before and after a battle...but never during.
Seconded.

This is not a bug, more like a feature request.