I have had constant crashes when for example manually resetting the game, quitting the game, or every single time when I try to take a screenshot in game. When this crash happens, of course I lose everything since my last save state, as the actual SRAM isn't written until you quit playing the game.
I'd like to play Game Boy games on a Super Game Boy emulator (so they have real colour and supports borders etc.), but I haven't had luck with any SGB emulators since DOS times with No$GameBoy 🙁