I found a guide that said this:

MAKE SURE YOU SAVE EACH TALE ON A SEPERATE FILE! You
will *not* be able to import data from all of them into the final chapter,
otherwise. You've been warned.
Well... *Throws this game in the trash*

This is the sort of thing they should tell you about in advance. The star moved because completing another tale uncompleted the tales I already completed. And all because it didn't properly tell me I needed a new save file to continue THE SAME GAME!!

*Sigh* This is why this game was critically panned. Because it undoes your progress as you complete it unless you just happen to know an obscure secret that it deletes your completed tales without warning.

Yeah... Not gonna do it all over again. So much time wasted that I didn't even have.