PS2 AR Max memory card not included... Problem?

Oct 21, 2016
My PS2 AR MAX arrived today! It said "new and unopened", though it looked like it had been sat on. All that was inside was the disc and a little yellow tag thing. I took out my memory card in case of any possible problems, and when I tried a game with codes it said that the Action Replay hardware was missing. Said nearly the same thing on settings, so on the game I pressed cancel it booted the game but without codes. I rebooted my PS2, then inserted my memory card, and tried to save my settings again. This time it worked, and I checked on the PS2 menu browser there is a PS2 AR MAX settings save. What's the AR MAX card for anyway? Can't it just save it to my memory card?

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