This is a known problem being fixed in 1.04, which is due out soon. In the meantime, your saved game is not lost. Simply edit the savegame file and make only your country selectable, instead of all.
You'll see something like this:
header = {
name = "The Grand Campaign"
tutorial = no
startyear = 1419
endyear = 1819
gametype = 0
saved = yes
free = yes
optionmode = 0
set_ai_aggresive = 4
set_difficulty = 4
set_gamespeed = 3
set_fow = 1
set_conq_capital = 1
set_missions = 0
set_basevp = 1
optionfile = "scenarios\save games\Aragon_February_1452.eug.cfg"
selectable = { ADE AKK ALB ALD ARG ARK ASH ASS ATJ HAB AUV AYU AZT BAD BAY BGL BEN BOH BOS BOU HAU BRA BRE BRI BEI BUR BYZ CAM CAN CAS CHG CHA CHE CHM CHI KOL CRE CRO CYP DAH DAI DAK DLH DAN ATH DUL EIR ENG ETH FEZ FRA FRI GEL GEN GEO STE GRA GUJ HAN HEL HES SHL HUN HUR HYD INC OHI JAI KAR KZK KLE KON KOR DEL LIT LOR LUX MAG MAI MKS MLC MAL MLW MAM MCH MAN MTR MAA MEC MLO PAR MOL MOR MOS MYA MYS MUN NAP APA NAV NIP NOG NOR NVG SUD OLD OMA ORI ORL TUR PAP PEG POL POM POR PRO PRU PSK QAR RAG RYA SAV SAC SCO SER SHA SIB SIE PIS SON SUZ SWE TAU TEK LAT ARA CAL KNI PFA TIB TIM TRE TUN TOS TVE UZB VEN VIE VIJ WAL WUR THU ZAN ZAP ZIM }
What you need to do is make it look like this:
header = {
name = "The Grand Campaign"
tutorial = no
startyear = 1419
endyear = 1819
gametype = 0
saved = yes
free = yes
optionmode = 0
set_ai_aggresive = 4
set_difficulty = 4
set_gamespeed = 3
set_fow = 1
set_conq_capital = 1
set_missions = 0
set_basevp = 1
optionfile = "scenarios\save games\Aragon_February_1452.eug.cfg"
selectable = { POR }