Are you in a competition where the rules state that you cannot use save states? That is your answer there.
I used save states to avoid battles in FFI last night because I was deep in a dungeon with 2 characters incapacitated, 1 was nearly and the last wouldn't have made it out. Did I cheat?
I used savestates when I was doing the MegaMan challenge with Levian and Del Murder because I was trout. Had I won, I would've happily disqualified myself because it was a breach of the official rules but generally it's not "cheating" insofar as it just removes the frustration factor.
I used savestates when I was going for 100% completion of Crash Bandicoot. You need to get all the boxes in a level - if you die and respawn at a checkpoint, you lose all previous boxes opened. Not dying ever is not that difficult (I managed the majority of the game), but I savestated at every checkpoint I came across just in case I died. There is nothing more frustrating than dying with the end of the level in sight and knowing that you're not gonna get the 100% level completion because your timing was very slightly off. ._.
It's just convenient. Especially for older technology where there were no saves or save spots were a huge pain. It used to be that your options were frequently 1) spend a good chunk of time getting back to a save area or 2) leave the game on and come back later. It was a tech limitation that devs tried to make the best of that we can now circumvent. If you wanna claim you're all hardcore then you can stick with the built-in save system but it's only if you care about self-imposed challenges.