It all goes back to the weak data line/power line/whatever on the cart slot. These things are super-sensitive and it's just the luck of the draw what systems it will work on, and what systems it won't.
One thing I will say from the video, NeoTeam have at least updated the menu since I bought mine. The menu on mine is just a blank blue screen with a single line of text for the ROM name that you can change by pressing up/down. Also, mine doesn't have any sort of "SAVE" options.