Huh? Nah, it saves automatically. I just straight shut my PS3 off when I'm done and I've never had any progress loss.
Granted, I've been super careful not to sign in when I read about character issues some days. The last one 4 or 5 days ago, I made sure not to sign in that day and sure enough, my character was fine while like 3 people I know lost theirs.
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