> Besides sound not working, will anything have problems when the Z80 is left
> unemulated in any of those systems ?
Yes. I can only speak about the Genesis but some games will have the main CPU communicate with the Z80 program and if it doesn't respond, the main CPU will just hang there waiting.
For most games this doesn't occur but it does happen quite a bit. On the Genesis, many games use the bus-request mechanism to take away the Z80 bus and will wait until this is acknowledged. Because this is a hardware thing (the Z80 programs don't get to determine when they lose the bus), it can be faked easily without emulating the Z80 (for example, see Genecyst's Z80 faking option.) There will still be several games that talk to the Z80 through the shared RAM and won't work without it being emulated (or at least not without a clever faking mechanism that attempts to return different values from the Z80 RAM in hopes of fooling the main CPU.)