For certain random games, they can neither save a save state or save an actual save file (when supported).
Just try to save in certain games. You can try both the game’s regular saving and using a save state.
Its pretty random which ones this effect.
To be able to load back up through either the save file or the save state, which works with the majority of games.
Restarting the game, you will not be able to load your save file. Trying to load a save state puts you right at the game’s launch as if you did a plain restart. Now, the actual save folder is creating saves for the game.
Its possible the automatic save state is getting in the way and preventing a load or something, so it always thinks its your first time launch. Just a random guess though.