If you already have saves in the cloud, you can see an exclamation mark on the cloud, next to the game button at the start of the gaming session.
This indicates that synchronization with Steam has not been completed (an error appears when starting the game on a new VM or PC). You should click on the cloud icon for the synchronization error window to appear.
The next step would be to select the item "Retry Sync" in order to force the synchronization of saves. Please wait for the synchronization to end, and then start the game.
After the end of the game, wait for the synchronization with the Steam cloud to end (progress can be observed on the left side of the launcher opposite the game name)
You can also check if your progress was synchronized with the Steam Cloud by opening Steam Remote Storage before closing the session.