Do you have the correct romset? You need to get the Final Burn Alpha roms, the mame ones won't work. N3DSXL here too and no problems with CPS2
Man, I've been trying lots of different FBA roms (as with CPS1 and Neo Geo roms), with no luck. Do you know if there's a specific romset, or any FBA CPS2 rom is supposed to work?