As far as I'm aware (and according to the patch notes) the Save and Continue functionality was added (proper) in version 2.10.0.0 on 8th March 2017.

Product version: 2.10.0.0

Release date: 8th March 2017

Note: This version supports English, Spanish, Italian, Russian, German, Brazilian Portuguese, Japanese, Danish, French and Dutch

 

Important information

• This release includes changes to behaviors of some controls. The changes may require adjustments to custom JavaScript.

 

Features

• Save and Continue - A new button action that will allow users to save a form and keep the form open.
• Button redirect - A new button option to redirect on button click.

 

Bug fixes

• Fixed an issue when edit a task form on a French site may display an error (0000000)
• Fixed an issue where a Lookup control using Display Mode may display the incorrect value (00135504)
• Fixed an issue where a Form with a Lookup control may cause an error in Nintex Mobile (00138659, 00139130, 00139251)
• Fixed an issue where a List lookup control that is linked to a lookup field may not show the correct lookup value (00122760)
• Fixed an issue where the People Picker control may not show all names (00137833)

However, it seems like you should be able to emulate this behavior using just the Form's built in Redirect URL slot (as the Redirect on the Button itself was, as you can see from the notes above, also added in the same version). Check this thread out over here for instructions on how to accomplish that: Nintex forms custom button submit AND redirect. 

Give it a test and see if it meets your requirements. If it doesn't, then you may have to formulate a custom solution or potentially look into updating the versions. 

Hope this answers your question!