The Division 2 is a big game filled with lots of loot, so it’s understandable that you don’t want to lose any progress while playing it.
Thankfully, the game has a compulsory autosave system that is very robust, which means that it saves your progress pretty much constantly. It also means that you don’t have the option to manually save your game, though.
In order to make sure that you don’t lose any progress when you’re done playing The Division 2, always select the Log Out option on the in-game menu rather than simply closing the game down. Selecting Log Out will ensure that that your most recent data is saved and also take you back to the game’s main menu. From there, you’re safe to close the game down.
Be aware that if you log out of The Division 2 or close the game down while playing a mission, the next time you play the game you’ll have to restart the mission from the beginning. Basically, it’s a good idea to only start missions if you know you can finish them in the time you have available. Although saying that, any time spent playing The Division 2 is an opportunity to get loot, so your time won’t have been totally wasted.