why so many of them have 4:3 aspect ratio even though they were released just a few years ago or even less? why there's almost never an option to load your save without leaving to menu?
It's entirely on the devs. The modern ones (MV and above) comes with a plugin to change the games resolution/aspect ratio, but they just completely ignore it. They either never think to look at it, or they just don't care. (Unless it's a conscious choice, of course.)