You know with the whole "Its not a cheat if its in a single player game" thing is something I've said myself but the more I think about it the more I think this attitude has come because people don't want to admit that things they do may amount to 'cheating'.
I mean waaaay back with Doom you had 'cheats' even though it was a single player game. There is the cheat code in Contra to get 30 guys, there were cheat codes in Starcraft (for single player).. There are literally countless examples of cheats existing in single player games.
If I give myself god mode (invincibility, for you young-uns) in Doom would anybody seriously look at me with a straight face and say "Well no, of course that's not cheating, unless you think it is".
Cheating is not some zen concept, it either is or it isn't. I think with regards to single player games you simply have to look at it as "Does it matter". If I 'cheat' at Doom, or download a walkthrough for the latest RPG game, I am cheating.. But the only person it impacts (for better or worse) is myself, nobody else.
Now Dwarf Fortress becomes somewhat more complex in that there are not 'cheat codes' as we are accustomed to but rather exploits. In that vein I would say that I am now (after said introspection) comfortable saying that save scumming (barring I guess a bug or something), danger rooms, etc are 'cheats'. Calling them something else or leaving the word 'cheat' up to individuals to define themselves is simply inaccurate and (I suspect) a way to free ourselves of admitting that we may, on occasion, cheat at a game (which has a negative connotation to many). But in reality its just about playing the game in the way that gives us the most fun, whether it be having a formidable fighting force a few seasons in, or mowing down enemies in a FPS without taking a point of damage or ever having our ammo run dry.
So in answer to the OP's question; yes, I think it is cheating. You are save-scumming for reasons outside of correcting a bug of some kind to net yourself a gain. The real question you have to ask is "am I enjoying the game more or less as a result". If the answer is "more" then you made the right decision.