When you want to close the game hit the "esc" key then click save then create/overwrite a save game file. After that, click "go to titlescreen" instead of hitting "quit to desktop". Once you've done that click any key and then wait. Once you load to the title screen click on "quit to desktop". Now instead of it saying "Failed to sync with cloud save files" it will just exit the game entirely and everything will be saved.

If your wondering "why don't I just click on quit to desktop when I first see it" then let me tell you. For some reason when you click on "quit to desktop" when you first see it it'll fail to sync with your cloud save files. Ubisoft just never made it work properly.