There's this weird issue with savefiles and playback it seems.
ROM: 1065 Over The Hedge (EU)
1. Delete the savefile in battery folder
2. Run back this
3. Before the level ends, make a savestate
4. You should see this screen:
5. Reload savestate
6. The above screen would now be gone.
I'm not sure how useful reporting this would be given how progress for this emulator seems to have slowed, but hope it helps.