That was my experience on main computer, but as I've said, on laptop something did happen to remove save states. (I had about 50 save states of Metroid (NES) and probably close to that number of screenshots. Both of installations were on 13.15 and Retro Arch was also up to date. (I try to keep stuff up to date)
On laptop I had only setup for 4 machines, 2 computers (C64 and ZX Spectrum) and 2 consoles (NES and SMS), while main gaming computer has more setups. I used Everything app to look for any save state files, but could not find any of them except brand new one system created because I started/closed the game.