If I’m not mistaken, all UObject classes are uses garbage collector, which handles memory free if variable out of scope, so, you don’t need to manually free memory.
You can read about UE garbage collector here: link to documentation.
mnelenpridumivat is not mistaken indeed. You can see that the save game is of the type USaveGame. All Unreal classes that extend UObject have a U in front of their name, and all of those are garbage collected automatically when nothing references them anymore.
In short, don’t free it yourself, Unreal will handle it for you.