hmm. a couple of thoughts are 1) my games generally maintain a profile or game save file where i don't think xzretros games do. and, 2) lately i've been compiling as 64 bit (since i've gone to a newer version of the language, it's the only option while i might be able to use the previous version to produce 32bit versions). is 64 bit an option for you?
add: 3) i use a home made (3rd party) form of media protection that zx also doesn't use which i'd bet is causing your issue. perhaps i'll look at a different approach, there, as i'd love to make my games available to as many as possible.