If the emulator is paused when a game is started (i.e. retaining the pause from a previous running game), the emulator doesn't recognize that it's paused immediately. The emulator registers the pause only after clicking the file menu.

The preferable expected behavior is that the game execution will start paused because the user has to explicitly activate pause for the emulator to be paused (i.e. the emulator can't start in a paused state on its own). Less preferable but still consistent would be for the emulator to always unpause when starting a game.