Hey 'Quickening315'- I had the same problem too- until I tried something I found on a board… "Yes"- you do have to press save- when finishing a routine…. But- also- when starting the game- you should click on "Continue Training" (not sure of exact wording"- rather than navigating through the menus to pick your routine.
*I am currently- at routine 6/12--- but I can't honestly see any advantage to keeping with a routine- because, in effect, the workouts don't change- you're doing the same thing every day- but then you get obsessed with finishing your "12 sessions"… probably better to pick and choose between the menus. (and believe me 6 days in a row of doing the exact same thing is tedious)