I believe this comes down to a more recently updated UI, which allows for state managing (because that's not emulator specific) vs the code required to actually save/restore the states, which is emulator specific.
So, yeah, the manager is there in the UI, the actual saver/restorer isn't there. Hopefully this thread is getting banged enough that xport will notice there are those of us out there who use it and will update it. (or release the source code)
While I'm yammering away here, I'll point out my
z26x documentation page.
This is certainly a topic that could be explained in the documentation better. It's a wiki, so I invite you to give it a whirl!