Versions 1.6.2f1 & f2 when released on GOG.com had a bug which would prevent loading of save games from the load game menu. This was fixed in Patch 1.6.2f3, however in some cases upgrading will not fully resolve the issue.
It is believed this is caused by leftover files from previous versions which prevent the fix from fully applying.
This issue is resolved in Patch 1.6.2f3 however it is advised rather than simply updating an existing version to the new version of the game you perform the following steps to ensure a clean install occurs.
Clean Install Steps
Thank you to various GOG Community members for providing these steps and also to Pejorative to summarizing them as follows:
Step 1: Uninstall the game but make a backup of your saves folder in your WftO/gamedata/maps directory
Step 2: Use the latest version of CCleaner to clean your files and registry.
Step 3: Install the latest version of the game from GoG
Step 4: Copy your saves back to the maps directory
Customer support service by UserEcho