Emulation inaccuracies (on Game Boy Advance and Game Boy of course, but especially when emulating GBC games, the memory timing is wrong, this causes bugs and freezes in quite a few games like Yu-Gi-Oh! Dark Duel Stories). Also, a bit unrelated but the Windows version has a vulnerability in the GS code importer allowing for ACE, just to give you an idea what kind of surprise this very outdated emulator has in stock. Please, do yourself and everyone else a favor and use a modern emulator, like mGBA.
Saving is bugged; sometimes you'll save and it will save perfectly, and it's waiting for you when you come back. Other times, you'll exit, and come back to find that you just spent 3 hours of your time for nothing. The directories option does not work at all, and ends up messing up saves. Missing a lot of the advanced options that the Windows version has standard.