OK… this may seem a bit odd, but…
When you click on the save game icon and you get the dialog to save a game, if you hit the number keys for changing game speed (1, 2, and 3) the game will change speed in the background of the save game, even if it was originally paused. This happens even when you are typing in the dialog box to set the name of the save game.
So… I pause the game, then hit the save game icon, then click in the box to set the name, and type either 1, 2, or 3 in that box and the game in the background starts up.
However, when I have hit the save game button, and those dialogues disappear, the game goes back to pause.