I've found that PocketSNES doesn't always save the SRAM. If I just saved in any game and press START+PAUSE just after that, the emulator will show "Saving SRAM" for a second and everything is fine, the saved game will show up the next time I start.
However, if I wait a moment after saving in-game (maybe 5 minutes or more), it will not display the Saving message when pausing the emulator. The progress is then lost if I quit the emulator at that point.
This is quite frustrating. Right now, I will always pause the emu and continue right after I saved in-game to be sure PocketSNES really saved it. It cost me about 2 hours of progress in Super Mario World before figuring that out though
It seems PocketSNES has quite a short-term memory there. What's up with that?
Edit: And yes, Auto Save is ON.