When loading a game, it should default to the latest saved game. I'm currently doing my second run, and I don't really want to delete my first one, but I got used to just hitting the button on repeat after I died, and now doing that loads my first playthrough rather than my current one. I got around this by copying the first game to another slot, then deleting the original so that it had no choice but to default to my new playthrough (thanks for including that feature, BTW), but it would be better if it just defaulted to the latest save.
I know it's a minor thing, but it was still kinda annoying until I figured out the workaround.