Games in the real ffvii don't resume dongs where they left out, so I find it pointless to try. For example, the over world theme is only meant to be heard in full when doing stuff in the menus (organizing materia and whatnot). Otherwise, you only hear the same 30 second over and over when you get into random encounters (because the overworld theme restarts).
Haven't found it a big deal. PSF files also have a delay when resuming files, which grows the longer the song has been playing.