Fixed! Turns out all I had to do was completely uninstall nxengine. I deleted the CaveStory folder just to be sure, then I reinstalled everything from source, re-transferred the files, and it works now!
@Shizzmoney you have a /home/pi/.emulationstation/es_systems.cfg file - this is not created by default so I assume you copied the system one from /etc/emulationstation to customise it ? You will need to keep it up to date if overriding the system one in `/etc/emulationstation