Resident Evil 5 Checkpoint System

I recently started playing RE5 on PC and so far I've really been enjoying it.

There's just one MAJOR problem that is really upsetting me. 

Even when I save my last checkpoint before exiting, I always end up back at the beginning of the section when I decide to play some more later on. The last time it happened I was put behind at least twenty minutes. It happens no matter what every time.

Is this some sort of glitch or is this normal?

If this is normal then whoever decided to design it this way is definitely mentally challenged.