The emulator expects you to set the savetype in Emulation Options to match what each games expects their own savetype to be. If you have the wrong savetype selected, and you try to load a previously saved game (or even try to save a game in some cases) the save will get corrupted forcing you to start all over again.
No$Gba 2.6a has automatic savetype detection that works most of the time, but said version is not free.