Turns out this is what I consider to be a bug in Unreal editor. The breakpoint I have on SaveGameToSlot is not firing when I quit PIE even though by adding a PrintString i do see that it is being called!!! because i actually did already have it wired up being called from EventShutdown. (the bug being the breakpoint not firing, only.)
p.s. yes of course the other bug is that i was being an idiot.