When you can't save, the game remains forever young, forever reset, and forever challenging you to do it all over again, just one more time.
: Ensure you have a virtual memory card "inserted" and formatted in your emulator settings (PCSX2 or Dolphin). Finding and Managing Save Files battle stadium don save data
: If you are playing the GameCube version on original hardware, be cautious about using a memory card that contains non-Japanese save data. Saving Japanese game data on the same card as Western data can sometimes lead to data corruption or prompt a reformat. When you can't save, the game remains forever
Downloading exists in a gray area. Since the game is no longer in print and was never localized, the ROM hacking and save-sharing community has kept it alive. Here is the consensus: Saving Japanese game data on the same card
If you turn off your PlayStation 2 (or emulator) immediately after unlocking a character but before triggering a save event, you will lose all progress. Always return to the main menu and enter/exit the Shop to force a save.