don’t know if you got your issue fixed yet or not, I am new to the raspberry pi, I would venture to say that sounds like a config issue though. I would be searching how to edit the configuration file and map the save state function (maybe also the select and load state functions as well)

also, using a SNES controller leaves you limited in what games/systems you can play if you were to set up a newer controller like an xbox or playstation controller you could have more buttons for other functions