Naruto Shippuden Ultimate Ninja Storm 4 Save Data Does Not Exist Fixed -

Launch the game and let it reach the main menu. It will say "Save data not found, creating new save." and create a brand new save file. Close the game.

Ensure the save hasn't been accidentally moved to an external drive that is currently unplugged. Launch the game and let it reach the main menu

(found in C:\Program Files (x86)\Steam\userdata\[YourID]\349040 ). Delete the contents of the remote folder. Launch the game and let it reach the main menu