Maybe the issue here is that every save file is a different memory card. Try to use a shared memory card so the system can read the save from the first game.
You can change this setting from RetroArch .
Quick menu > options >Port Settings > change to Share between all games.
I was able to do it.
On Duckstation I went to Settings>Memory Card Settings then for Memory Card Type selected Shared Between All Games. Then I went to Tools>Memory Card Editor and for Memory Card on the left side selected the first Tomba game and on the right side selected Tomba 2. Then I moved the first Tomba saved game file over to the right by pressing >> and clicked Save.