I hate not being able to pause a game, particularly a single player game. I think Elite Dangerous solidified my hatred of this, by not telling you the game is still running when you're on the "pause" menu.

"B-B-BU-BUT it's a simulation and you can't pause real life so it makes it more real"

It's a game, even if it's a simulation game. It's a toy for grown-ups. A very nice and fun and relaxing toy, but a toy nonetheless. It's not more important than a phone call, call at the door, crying child, hungry cat, partner who needs a hand with something etc.

This probably extends to being able to save anywhere and rejoin later, but I think that one is covered pretty well by everyone else :)