Xbox Series X player, but my PC friends have the same issue. To save a checkpoint in a raid or dungeon, you are supposed to start the encounter, wipe, respawn, and go to orbit. Twice now, I've been at fourth encounter on master attempting the challenge for hours, and when I need to get off I go to orbit, and I don't have the checkpoint. This forces me to start the raid all the way from the beginning, when all I want is to do the fourth and fifth encounters.