Games that use 68k sound drivers save state with the music, games that use Zilog Z80 sound drivers do not save state with the music. And the X7 does support save states, it's jerky because it's something the Mega Drive/Genesis was never designed to do and Krikzz is not responsible for this, you're lucky you can save state at all. In the old days, games were designed to be played in one sitting not like today where games go on forever without an ending.
If you're smart enough to learn when and where to use a state you can avoid the muted music issue.
For example in a Sonic game, save state right at the end of a completed level ''Sonic Got Through Act 2'' when the continue icon is flashing, that way when you load a state next play the music will kick in straight away for the next zone or act. This practise should be applied on all games. Another thing you can do is go to the sound test and play the track from the level you've save stated and then load that state then and there and the music will continue playing through your save.