"There is memcard save support for the SDGecko, Front-SD, USB and Gamecube Memory Card."
So WiiSX can apparently put save files on Gamecube memory cards, surprisingly (I read this on its wiki page).
How exactly and what settings do I use for it to save like a real save file on a memory card? It uses native saving rather than save states, right? Am I supposed to use "Slot A" for the first card and "Slot B" for the second? It seems to always put the save on the USB I am using, even if I have a Gamecube memory card inside and it is set to Slot A or B.