I have done a fresh install of RetroPie on my Pi 3, this time using only a class 10 SD card. I installed Baldur’s gate (after 3 attempts), copied over the files, and it just works.

I am going to try to duplicate this on my Pi 2 which also has a fresh install of RetroPie and see if I can get the same results, after which I am going to transfer the root partition to a USB stick and see what fruit that yields.