You can't run the Classic NES series GBA roms because you are using an older outdated version of GBAexploader. The current version supports Classic NES series roms, the older versions do not.
Also worth noting, the beta feature of the CycloDS GBA loader does not currently support the Classic NES GBA roms. You need the current version of GBAexploader.
That being said, NESDS has realtime save and rewind so that is my preferred method of running NES games.