Yeah, the plan was to back the stuff up, partly for the sake of higher difficulties later on. I have both a memory cart, and an Action Replay Plus that I can use for that. I didn't know though that I could just use the Sc2 file for Sc3. The Action Replay being involved in the method I use to play the games, hence why it's easier to use the console's internal memory instead so I don't need to bother using the Action Replay to start up the game, then swap the cart in afterward.
If only the system memory had more space, but oh well. I'm sure they would've made it possible to run all three off the system memory alone if they could, and judging from most Saturn games I've played (which admittedly is only a small handful, most of which aren't RPGs) the system memory seems efficient enough for most general purposes unless you have a huge library.
That does make me wonder though, despite the fact that I could easily test this out myself when the time comes. If you use a clear file to start a new game, then remove/overwrite the clear file, will the fresh one still have the difficulties unlocked? Or will the option disappear from the menu since there's no longer an active clear file to unlock it?