Where is the intended save location?
Do you have a submit data connection for this location? Which saves the file with a unique file name to this place?
All data in your Main Data Source will be saved. The default save should probably not be used since it does not control where the user saves the XML file. This can be turned on and off in Form options, it sounds like it is off.
Once you can find where the form is being saved, when you open that specific xml file, the data should be present. If not it may be an issue in your form displaying the data. Open the XML file in notepad and check for th edata and its location then you can troubleshoot why it is not displayed in your form view.