Only thing I can think is that your Saturn disk images are in the wrong format? Have you got them in any of these formats:
(taken from the RetroPie managing roms wiki)
@pimaster – you can certainly change the splash without having to rebuild but as for removing it completely – I’m not sure. To be honest though, my full KODI setup only takes a matter of seconds to boot up so I don’t see any room for improvement and I’m not convinced that removing the splash screen would help? Unless you are talking about a splash video? That would cause a delay yes and is easy to remove, but I don’t think you mean that, do you?