If I used an emulator, it would be too tempting to abuse the save state and turbo modes. I would be able to grind levels extremely fast that way, reload state over and over until a status effect works, never miss a Pokeball catch, etc. (eliminating the chance factor of Pokemon) basically making the game too easy. I know it's a simple "well just don't do it", but I consider it a time saver more than cheating. Still, I like playing on the actual Gameboy/DS to prevent myself from being too tempted to "save time."