Haha yes, it works :D Simple solution is:

First of all - if you have your copy of .sav file (or any other containing your save state), backup it to have an original one in case of losing all saved data.

Open rom in Visual Boy Advance, restore you save and create save state using built in saving mechanism.
Now close the game and remove in-game save file - file which is a copy of your original state file.
Next open game in Visual Boy Advance and load state saved in built it saving mechanism.
Go to VBA Options > Emulator > Save Type and change it to SRAM
Perform in-game saving. New .sav file will be created in folder when your game was stored.
Rename file with extesion for "your_game_name.srm".
Copy it to Retropie.

After these steps I was able to open my save state from Pocket-Go on my GPICASE :)

BTW:
There is a possibility that @lostless sugesstion will work to but if not, you need to perfrom above steps.

BTW2:
Visual Boy Advance saves in-game states files as a .sav file, so you are able to copy you states from VBA to Retroflag also.

Thank you guys!