If you explore the rom psx folder, you should see a .srm file for the game, this is the memorycard file. The memorycard file will load if it matches the name of the rom that is loaded e.g. LSSS(Disc 1).srm, LSSS(Disc 2).srm. You could change the name of the .srm file to match whatever disc you're loading, or you could make a .PBP archive or .m3u playlist in place of starting the discs separately.
PSX2PSP will make a pbp archive. Usually only have to load both discs into the program.
Search for .m3u playlists in Retropie help should find a tutorial of how that works.
If you make a playlist and don't want the original .iso/.bin/.pbp to appear as duplicates in the game list then it takes some extra work but you can change the essettings.cfg or change the filename of the .bins to include a "." (period) at the beginning of the file name, this will denote the hidden file attribute in linux, you would then need to change the filenames in the .m3u playlist appropriately to include this.