So I borrowed Horizon Zero Dawn from a friend and now I'm obsessed with it. As the new DLC is coming back soon, I figured I'd get my own copy so she can have it back in time for the release and I don't have to use someone elses.

Now, this may be the issue, but I bought my physical copy online from Ozgameshop, based in the UK (I live in Oz and refuse to pay the prices here) and when I popped it in, it started afresh and didn't carry on the progress from my friends copy. 

Is this just what happens when you play a borrowed game and get your own copy? Or is it to do with the fact it's from the UK (I thought they were region free).

Just want to clear it up because I can't find any results on Google that help.