GameInstance exists for as long as the game is running. Exit the game and the data is lost.
SaveGameObject gives you a chance to save the data directly to the hard drive and load it back again. The data does not have to be in the GameInstance. However, the GameInstance does persist when you switch levels which makes it a very good place to handle the saving. Since most blueprints have access to the GameInstance, it’s convenient to manage SaveGameObjects there.
The original docs:
And to answer your question directly: you do not save the GameInstance. You use a SaveGameObject to save data to the hard drive.