Many role-playing adventure games enable the player to create more than one save file while playing the game. The main series of Pokémon games, however, allow one and only one save file. This is a situation that is hard to explain, but it may be reasoned through some observations regarding the nature of multiple save files as well as the Pokémon main series game save itself. This reasoning is by no means official, but at the least it's an attempt to provide an insight.
Multiple save files have pros, but they also have cons, and both of these need to be quantified to understand them. Having the opportunity to create multiple save files implies realizing the opportunity to make different decisions over the course of a game, which may be good in some cases. Players can work on one save file in one way and another differently without having to completely drop one set of efforts, though this of course demands double the effort. And even if this is not realized, multiple save files at least provide a crude base for multi-user capabilities (meaning: a way of letting others share and play one game), safely sequestering different progresses. Ultimately, though, multiple save files need more space to be stored than just one, which may not be desirable given certain circumstances.
Now what about the Pokémon main series? While it would seem like a good thing to have the results of making different decisions, this becomes impractical when there are many of them and they are spaced far apart, so one save file avoids a potential confusion that could happen within a single game. Furthermore, the main series game save is not only a record of the adventure but also every single thing possessed in that effort - all the Pokémon, all the items, and all the little details that go with them. With this in mind, there needs to be space to keep track of all those details, and it would be overwhelming to keep track of multiple copies of these.
But the most compelling possible reason for having only one save file is that the main series Pokémon games represent, in a way, the ultimate individual adventure, so having more than one save file (for someone else to play) is rendered pointless. Sure, one person may own both versions of a twin game, but the adventures are separate as the games are separate - it might as well be someone else playing it. This also segues into the matter of interaction among players to cooperate and compete together to work the games to their fullest extent, which the games practically invite you to do; if multiple save files are present, it can reduce this interactive aspect. It's a noble objective if nothing else.
Thus there are senses of practicality, workability, and interactivity involved in maintaining just one game file for the main series games. By keeping only one save, all of these are achieved or at least driven to be achieved by the player playing the game - and most significantly, by only that player as the one in ultimate control. It's a brilliant insight for a truly grand role-playing adventure, which Pokémon essentially is.
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