Thanks for the replies. Well basically, on other cards you can select cheats for said game, it remembers it - ie whether cheats are on or off, which cheats are active, and when you start the game it already has this info stored, so no need to ask again.
Honestly I hardly use cheats, but I would have them on for the odd game that needs a cheat to run, as I prefer this method to patches.
But one of the things I like about flash carts compared to retail carts is the speed and convenience, when I click a game I'd like it to start immediately rather than be prompted for cheats.
EDGE seems like a great card, but it's a valid knock on the card. It was one of the only faults in the GBAtemp review too.
Basically with other cards you manually configure cheats and what not on a game specific options page, bypassing the need for it to prompt you each time you run it.