Yes, that can definitely be very annoying... the best idea is just to create a lot of saves and never overwrite.
However, seeing as that issue is easily solved by simply creating a lot of saves, it's not what I find the most difficult about not having an indication that you've reached a dead end - the one thing that sometimes really bugs me is when I reach a point where I feel unsure of whether I'm just stuck and need to keep trying, or whether I've actually encountered a dead end.
It can be annoying when you're not sure which is the case.
On the other hand, I think it's a great feeling whenever I successfully solve a puzzle I realize could easily have turned into a dead end.
I also find it kind of annoying (though a very minor annoyance) there isn't room for more saves in each folder... especially in these games where I always end up with a lot of saves.
Not a big effort to create more folders, but still one of the things I've always found a bit annoying.
Anyway, maybe it's better to get back to talking about dying, it's much too easy to wander off topic when talking about something I'm (maybe even a bit excessively) interested in