SNES should load the SNES specific config file found in the .config folder. In that config is a line to include the "all" config file for retroarch.
Look for this config and see if the include line is there and if it points to the correct "all" config. It sounds like when you load a ROM, the SNES emulator is not loading the SNES config file, so it creates one.
I'm not very knowledgeable with this, but you need to trace the config files. Retroarch also has a directory settings for configs. I believe it is set to "default" in the config. I know if you change this, it will cause problems.