It's probably because Epsxe is trying to emulate the psx as close as possible.. Hence, since a real psx saves and loads slow.. Or it could be that the loading scene just takes long because of the real psx uses a long load/save screen.. Maybe disabling FPS limit at the load and save screen will speed it up.. I noticed this in Saving/loading games from MGS and Vagrant story.. It's not because the file size, its because the load scene is long..