The Continue button is almost perfectly useless; it skips back to the last port but one. The way to actually continue where you left off is to Load your last save. Better that, as in Tradewinds "Classic", there were no such button.

This is, incidentally, also the situation in Tradewinds: Legends. I think the Unlikely Heroes companion game finally fixed it, but I haven't tested it rigorously.

Later: The abpve is not totally accurate. I think now that IF you have saved, it skips to the last SAVED port plus one, but if you have NOT saved, it picks up where you left off. Strange, confusing, and still wrong!