If this is a bug, maybe the new version of RetroPie will not have this. You can try and to rename the save file (back-up first) with the name of disk2 and boot the game directly from there
The most multi disk games that i have try they don't have issue, only in few games disk swap is tricky.
If the issue continue you can report it directly to the developer of emulator here: https://github.com/libretro/pcsx_rearmed/issues
You can try also the alternative psx emulator, from RetroPie- Extra repo, lr-duckstation or lr-swanstation from here : https://github.com/Exarkuniv/RetroPie-Extra