Sorry I missed this. Generally the replay carts with an exposed connector on top are not the official carts. They can work on imports, but their cheat function doesn't always work.
Also, since the Saturn hasn't had any cartridge put in it for over a decade, its reasonable to assume the port can be dirty.
What you need to see when you start your system with any game in it is the action replay menus. Most issues with the cart is simply because the system doesn't see it, so maybe clean the cartridge input contacts and cartridge-fuck it until the system boots to that action replay screen.
Also yay for Metal Black! Careful with those Japanese imports, they can bust your wallet!