i cant think of a single country where emulators are illegal....they cant just say "emulators are illegal" as emulators aren't just used for playing old retro games, android SDK comes with an emulator to help developers, even the 3ds and wiiu use emulators to play the old nes/snes games.....emulators are not illegal anywhere....unless there is some unknown of country with very strict laws that forbid everything technology related including the lightbulbdepending on the country you live in, this statement might be false
but that's not to say a specific emulator couldn't be illegal....it would vary from emulator to emulator and country to country.....but there no general sweeping law that bans them as a whole