No - tell the user that everything saves automatically! They’re good to go. If you want to double check that your progress has saved, you can check the sync indicator in the header of your course.
If the sync indicator displays a green checkmark, everything has saved. If you see a red exclamation point, some progress hasn't synced yet. It will sync automatically once you return to an internet connection or after finishing an activity.
You'll see a syncing icon when a sync is in progress: