Since the savegame files are deleted immediately, it really doesn't matter whether you exited or not. Unless you had backed those files up, your games are gone.

To guard against that sort of thing happening again (I have 3 young grandsons ), you can periodically copy the files FishSaveGame1.pts through FishSaveGame5.pts (they are usually in \Program Files\Fish Tycoon) to a safe place elsewhere on your hard drive. That way, if the games get deleted again, you can copy those files back into the Fish Tycoon folder.