This was to be expected, saving and loading works completely differently on the Wii U, just need to opt it out of this functionality
I/O: IOException: Win32 IO returned 1. Path: /vol/content/Data/Saves/
I/O: at System.IO.Directory.CreateDirectoriesInternal (System.String path) [0x00000] in :0
I/O: at System.IO.Directory.CreateDirectory (System.String path) [0x00000] in :0
I/O: at GameSave.ReadAllSaves () [0x00000] in :0
I/O: at MainMenuManager.Start () [0x00000] in :0
This was to be expected, saving and loading works completely differently on the Wii U, just need to opt it out of this functionality