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Select the save, select the nation, game should proceed.
The reason you can select a nation is that it gives you the ability to switch around nations as the game progresses, this is a feature not a bug, one that many users enjoy and has been around since EU.
If it is starting the game from the begining then you obviously have not loaded the save. The save should start on the date it was saved or it is not a save game, so I really do not understand what you are saying by "it starts from the begining" because if you are trying to say what I think you are then there is no way it could be an acceptable option as you state.
Very simple test, start a new game, play into the next month, save the game, exit the game reboot the computer, start the game, load the save, does it have the date you started the scenario or does it properly have the next months date?