Same thing here.
After choosing to continue my previous save, I'm right there at the end with the dialogue. After that, I'm taken to the preview for the next episode, then the stats, then finally the credits. After that, I'm right back at the main menu.
Another thing that is kind of related, if I try to start playing Episode 2 nonetheless, apparently none of my previous settings in the Options are enabled, such as subtitles. I cannot change anything in the menu, and the game doesn't react to clicking with the mouse or using the keyboard. The game hasn't freezed or anything, it doesn't react with any player input. I am therefore forced to alt+tab the game and then quit it that way instead.