it's not like you need a save anywhere function when you can just sleep it and be good for hours lol. Unless your battery is running low, but even then, i'm pretty sure it can sleep for a few hours more if it's on sleep. (Purely assuming here, i never was able to drain my battery, not that i want to, seeing as how draining a battery damages it's maximum capacity)
But yeah, point is, most likely, you need that when you need to stop playing on a rather "time-tight" moment and can't reach a save spot. In which case, you probably haven't been playing long, so if you're like me and try to keep your DS' battery has full as possible, sleep should be more then enough. But then again, not everyone's like me XD Lucky me.