The reason for audio lag is very likely a way too large audio buffer. I get the same audio lag with Snes9X-EX v1.5.8 as well. Fortunately, it allows to individually tweak that buffer making the lag nearly unnoticeable indeed. It uses abstracted values in the frontend (10 frames -> 3 frames audio buffer) whereas 3 is imho still not less enough but it greatly improves audio lag situation nevertheless.
I guess Snes9X runs at 30fps. So, by a 10 frames buffer (its default value) it produces 333ms additional lag. It feels like (and probably is) way more though in the end.
That lag is comparable to FPse. They feel identically (bad). I hope you can bring such a variable buffer to the frontend as well even though i'm not sure if you've already tried that with 'misc/audio latency level' and it just doesn't work properly yet...