Launching ./scummvm with the -x flag and a non-existing save slot will blurt out the following error, and will start the game from the beginning.
WARNING: File::open: Trying to open a FilesystemNode which does not exist!
I think it should print a proper error and, perhaps, not run the game at all.
I tested this behavior on SCUMM and QUEEN.
Logged In: YES
user_id=854801
Originator: YES
Forgot to mention I'm using the latest svn
Moving to feature requests. This is engine specific behavior, anyway :)