Fact of the matter is, I think that most people who play this game could be considered "hardcore". It
is a roguelike, and it has ASCII graphics. This is not an easy game to get into - and like many roguelikes, a save system would clash with the gameplay.
First off, splitting the game between "savers" and "non-savers" is bad, especially at this stage of the game. You risk creating a schism within the community, for practically no gain.
Second, most people make a lot of mistakes when starting. Dying allows them to start again, with the experience they've gained, and build a better fort. If someone has gone about their fort the wrong way, you don't really want them to keep loading a game from a flawed beginning. They should be starting afresh, lest they become disenchanted or annoyed at the impossibility of success.
Third, people seem to forget a lot of the random elements of the game - people who endeavour to maintain a single fort, and constantly load/save in order to do so, are missing out on a wealth of gameplay and are likely to be unsatisfied by the game itself. Especially true if this happens to be their first or second fort.
Fourth, like many roguelikes, much of the game is about applying meta-game knowledge and experience in order to succeed against stacked odds. This is one of the challenges that games such as ADOM, Nethack, Angband and the like throw at you, and dying is part of the learning experience.
Finally, losing is a part of the world. It adds legends and enriches the rest of the game experience. It completes the world, and sets goals for future fortresses; let's say you made it through winter... the next step is, can you do better?
Essentially, the argument of "fun" vs "hardcore" is immaterial to the issue of saving; the game is a roguelike in style and substance, and adding save slots would conflict with the gameplay. A major part of the game is the risk, and the lessons that losing teaches. The game would not be the same if the saving system were changed.