Well you're stuck with no music (long loading times....missing frames of animation) I'm afraid - the games you mentioned above that have sound use the PS1's sound chip (though I'm surprised MVC does! Skullmonkeys and Crash certainly do anyway). Final Fantasy VII is another. But Pocket Fighter streamed the music from the disc (aka CDDA), something WiiSX can't do...
Give Retroarch another go! If all you're interested in is the CPS2 games like Pocket Fighter and MVC, get onto the menu, change core to CPS2 and you're done - it'll stay there unless you change again, then you've got perfect arcade games (don't get me started on the PS1 versions of MVC and SF Alpha 3, I had those on the actual PS1 back in the day..) and loads more to choose from too. It looks difficult, but imo if you can run WiiSX, you can get your head round Retroarch!