Saving Problem

Do different games do an ingame save differently? As some games, such as Dodgeball Advance and Advanced Wars I have been able to use the ingame saves and return later withut issue. But in a couple other games such as Bomberman Tourney and Tony Hawk's the saves don't seem to work. After saving the game and exiting, when you return nothing was saved.

Obvously the VBA Save Game option would save the games state for me, but I was just wondering if this was a problem.