The only experience I've had with "all-in-one" consoles are with the FC Twin and the Retron 3, but based on the design of the Retro Duo, it's probably very close in design to the FC Twin. I've had similar issues like what you're describing. Some sound channels just do not work properly at all, and some games will not play correctly in various ways (Kirby's Adventure suffers from sudden "game halt" on the FC Twin, for example). I think your issue is with the Retro Duo. Sadly, you seem to get what you pay for in most cases with these multi-platform retro systems.
Don't bother with the Retrons either. The only plus to the Retron 3 is having built-in Genesis S-Video. Similar sound issues on NES carts and terrible Genesis sound emulation are the biggest compatibility issues, and the switches on the front seem prone to sudden failure. Also, the Retron 3's controller ports are terribly placed (SNES in front, NES on the left side, Genesis on the right side) and the controllers it comes with are complete shit.
Based on the Retron series' track record so far, why would you even consider a Retron 5? It boasts compatibility with more formats (and why would you trust it to do this when it can't even handle the 3 it's already got?), and promises many emulator-type features. To me, that just tells me that this will be an emulation console, and I've already got a computer for that. Plus it's reportedly going to have HDMI out and stuff. Have you ever played a platformer through an HDMI connection? From personal experience, I can tell you that it's going to be tears and misery. The Retron 5 is promising you the world at approximately a $100 price tag, if not less. Why does this not throw up any red flags for most people? Again, you're going to get what you pay for.
I know that being able to save shelf space, A/V connections and AC connections is awesome. That's why I bought my FC Twin. But they will never be as good as the original hardware.