It seems more like a system problem. Why did the game still see all 4 savestate files even after I moved them to the desktop?
What do you mean by "move to the desktop"? The Amiga Workbench doesn't store files on the desktop. You can 'Leave Out' files (that have an icon) from the Icons menu in Workbench - but this doesn't move the file at all, it just makes the file appear to be on the desktop, when in reality it hasn't moved anywhere at all. That's why your savestates are still being read.
You use the 'Put away' from the Icons menu to undo the affect of 'Leave out'.
If you want to see this for yourself just open a shell and type "dir sys:", then drag some of the drawers like Utilities, Devs, System over to the desktop, or select the drawers and select 'Leave out' from the Icons menu. Then do another "dir sys:" and you'll see that the drawers haven't moved anywhere. Even simpler, open Multiview and browse the directory where you have 'Left out' files or drawers and you'll see that they haven't moved at all.
In addition, just by dragging a file to the desktop from a drawer (your savestates for instance) doesn't mean that the file is left out permanently, because if you reboot you will find that the files will return to where they came from (not that they ever left). You must use 'Leave out' if you require a permanent shortcut.
If you want to know how Workbench stores these 'shortcuts', then look no further that the tiny .backdrop file on each drive.
You can see this file from the shell for instance by typing "list sys:" or "dir sys:".
Hope this helps.
