I love these type of games, I guess that's why I found VN's first because there was a lack of them. Eventually Heavy Rain, and the Telltale games came out. I'm glad there's more and more now.
And yes, no save points that allow you to revert back really does change the experience. It makes me play through once and keep to that one story. Only once during The Walking Dead series did I start the whole chapter again because I accidentally pressed the wrong button, but otherwise I just accept the choice and go with it. Love it!