Look.

You completed the Long Live the Queen campaign and saved it as save file #1 at the end.

Then, from this same save file #1, you load it and complete Dungeon and Devils. Then again, you save the completion as save file #2.

And from this same save file #2, you load it and complete Echoes of War, saving it as save file #3.

And then, again, you load save file #3, and you will have new missions unlocked.

But you can't just start a new game and complete each one separately. Naturally, the checkmarks will disappear.

I downloaded many disks. They are mostly the Complete Edition from Buky. And everywhere it's the same. Moreover, the same situation occurs with the English version.

The problem isn't with the disks, but with you.