This often happens on PSP hardware if the "POPS" version (the internal emulator) isn't compatible with that specific game. Users often install a "POPSloader" plugin to switch between different firmware versions for better compatibility.
Whether you're playing on an original PSP or a high-end PC, switching your PSX library to PBP is one of the best "quality of life" upgrades you can make for your retro setup. in RetroArch? pbp psx roms work