Because it is portable, click "Save" manually in-game before closing. The save file (save.dat) will reside inside the portable folder, not in %localappdata%.

Look for the file name pattern: YGO_DG_v1.10_AllCards_Portable.7z or .zip. Reputable sources include:

Let's talk plainly. Yu-Gi-Oh! Duel Generation is abandonware. Konami no longer sells gems, no longer supports the servers, and has removed the game from the iOS App Store and Google Play. The Steam version is delisted.

The Golden Rule: Use this mod for single-player deck testing, story mode, and friendly local duels. Do not use it to grief remaining online players.