I've already finished the game, but if this is a problem that everybody encounters, then it needs to be addressed.
Whenever the game asks you to save (like after a "to be continued" screen shows up), it cannot save. Only relying on savestates is not the best idea so this needs to be fixed.
DeSmuME ver. 0.9.10 (I still haven't tried it on the newest version and I they did say that the "save-related issues" have been resolved so I do not know if any of this relates to that.) Thank you in advance.