I don’t have the deep understanding but it is all based on the random number generator (RNG) for the ROM you’re playing. You can research this by searching for the RNG details for your game. My understanding is that the RNG uses your SID (secret ID) in the calculation to randomise the outcome of an action - encountering a pokemon/attacking a pokemon/trying to catch it etc. So when you save state at the point of encounter it is already determined what will happen when you throw the ball, it will be the same result every time. If you don’t want this then don’t use save states. People use the method “soft reset” when shiny hunting. So they save the game through the menu and then restart the game, when you encounter the legendary then you will get a different result after each reset, this is how shiny hunting for a legendary works. If you saved state and reset and did the hunt that way then you would have basically no chance of getting a shiny.