If you give the players a save/load option, that they can use at will, you can guarantee at least some will use it to painstakingly replay turns for the best outcome. Not only that, since it's offered by the game, it's a legitimate way to play. Not only that, but because it's legitimate, and provides the best possible outcome, it's the optimal way to play this game. This is a problem!
This results in players having to choose between trying their best to win, but not having much fun, as it's a tedious exercise, or choosing to purposely handicap themselves, in an effort to avoid the tedium. Generally this takes some of the fun out of the game too, because you know you're holding yourself back from really trying your best to win.
Nowhere in there do we have to consider the player using a memory editing program to give his soldiers infinite health, it's only about what the game itself communicates to the player. If someone wants to take extraordinary measures outside the game to ruin their own fun (or for that matter, if they actually have fun cheating) then oh well, they certainly can't come to this board and complain that the game isn't any fun to play with infinite health!
So, if you give the players a save&quit option, and automatically restore this save on the next play session, you no longer have to consider the player who saves & loads each and every turn for the perfect outcome, because the game doesn't offer this option. It doesn't matter if it's really easy to cheat such a system, as long as the game itself doesn't give you the option to do so. That's really as far as you should go to "protect the player from himself".