This is a known issues. The following solutions helped other players so far: Loading the latest savegame from book 1 and playing it once more until the end.
Uninstalling the game, deleting all local game files from your computer (can be found here: C:\Users\User\AppData\Local\daedalic entertainment gmbh\The Pillars of the Earth) and reinstalling the game afterwards. You can then download one of the savegames from our savegame database on this website.
If none of this solves the issue, deactivate your Steam Cloud by right-clicking on the game in your library, choosing "Properties", switching to tab "UPDATES" in the new window and unchecking the checkbox on the bottom under "Steam Cloud Synchronization". Afterwards, delete the profile.dat file in the following directory of your computer: C:\Users\*YOUR USERNAME*\AppData\Local\Daedalic Entertainment GmbH\The Pillars of the Earth\Savegames
If you're still encountering this problem, please contact the Support Team via Support form.