Steam Cloud Save keeps bullshitting me in my library

I too lost my Besiege save, when I had to format my PC last year. I didn't even know it didn't have Steam Cloud saves.
The contrary also happens, with Steam Cloud enabled games not advertised as such in the store.

The only sure way to know, is checking if a game starts uploading something after you've closed it.
That "something", are the game's save files being uploaded to Steam Cloud.

Detail View. Enough said.

Cloud icon doesn't explicitly equal saving your progress in the cloud. Steam cloud is using for various other purposes, including synchronizing data, user preferences, settings, progress, saves, or even game-related information like cd-keys or multiplayer login. Steam game can use any of those features, and using any of those features will include such icon, intentionally or not. Your confusion comes from the fact that you're interpreting that icon in a wrong way, thinking that your progress will be saved in the cloud, while in reality it's not.

I can't see anything to fix here apart from perhaps using different icon in steam store.

Also, you can notice a plenty of games using that, for example Undertale which does not save game progress, but does use steam cloud for variety of other purposes.