The first thing I can think of is that the game or emulator is saving the file in a location that it shouldn't. So it shows that it's saved because it created a file, but when you go to load the saves, they're not where they should be. My best guess is to dig around in your app folder and see if you can find the save games, and then try putting them in other likely locations. That's very imprecise, but it's about all I can think of. Maybe others have had this problem and know the solution already, though. Good luck.
