Do you consider it "cheating" if you use Save States just for convience?

[*Laurelindo*]

I'm playing Final Fantasy 9 on an emulator for the first time, and I'm doing that "Excalibur II Perfect Game" challenge where I try to get absolutely everything in the whole game (including the Excalibur II) and it's pretty tempting to use the Save State functions.
However, I try to avoid saving between actual challenging parts, and only use it so that I won't need to go through tedious parts over and over everytime I retry something.
For example, if there is a hard part coming up right after some very long dialogue, I will Save State right after that dialogue part so I don't need to see it everytime.
Same with the Swordfight part right after the "Feel My Blade" battle in Alexandria - the battle is super-easy and hardly requires any skill at all, but the Swordfight tends to be really hard and frustrating on the NTSC version (and it's necessary to get a perfect score since you need the 10 000 Gil and the Moonstone for upcoming parts on the 1:st disc) - so instead of replaying the preceding battle I just Load State everytime I fail with the Swordfight.
Is this fair play, or does it count as "cheating"?