Each title benefits from save states (and the ability to rewind the action for the NES, SNES, and GB games).
Remember, these games aren't individual downloads, but are bundled together in the Nintendo Switch Online NES, SNES, GB, N64, Genesis / Mega Drive, GBA applications, which are 'free' to download. And there's also the Expansion Pack tier that features Nintendo 64, Sega Genesis / Mega Drive, and Game Boy Advance games, providing a more varied library of retro games - for a price, of course.
