Here's what I found out from discussions in Discord about rumble and analogs. Not all PSX games support analogs, so whether they work or not may be dependent on the game. Similarly I assume rumble control may not be implemented at all in some games, and the results on the actual rumble feature may be odd as a result. Colin McRae rally is a game that doesn't seem to have implemented analogs or rumble, hence dual analog setting doesn't work. Dualshock /A does work, but the rumble is presumably on all the time as there isn't sufficient instruction from the game to control it properly. I have been able to use analog mapped to digital in Colin McRae though, with the joystick setting at digital. This eliminates rumble.
Games like Spyro do implement analog and so all the analog joystick options in PCSX4ALL work ok.