Is it not possible to save the game/return to your last position between plays? If not, then the game has to be played in one sitting …
Some games have a save feature whereas others indeed have to be played from start to finish.
Or if your on an app (iOS, Android) if you leave the game and come back to it, if you hit “resume” you will go back to the last page you were on.
The story is saved constantly. It’ll always stay at the last page you were at