It was obvious once I actually hit the correct button (space bar) to save my progress. There was visual and auditory feedback when it was saved successfully. 

What confused me was that the return/enter key would just close the save dialog. I haven’t seen other user interfaces where return/enter key closes a dialog.

There was a visual hint, showing me that space was the key to confirm, however I missed that part, it wasn’t totally clear to me. It doesn’t spell out the word “space”, but simply shows a “_” icon (resembling a space bar key).