The problem with sound on save states is that the APU (S-SMP + S-DSP) is an independent system on the SNES that only has 4 I/O ports to communicate with the SNES CPU via a software protocol.

Once a game has its sound code up and running in the APU there is no way to interface it in a universal way, i.e. you can’t get the state of the APU at runtime at all.