Like the title says, the game auto saved immediately after the failure window popped up. This should not be happening, people should be able to load up the auto save if they screw up.
I suggest that auto save should be turned off once the game failure window comes up.
This was especially frustrating since I had forgotten to save for a while. However, I was able to modify the save game to get some money and re-load the auto save and continue playing. (Something that may not be possible in the future)