Your probably sensitive to input lag.
The NES classic has less (than retropie) but more than Actual NES hardware does.
Your TV can also cause input lag, so if you have a combination of a tv with high input lag, and are useing the nes classic, the two of them together, might make for a "this doesnt feel right" experiance when playing mario.
Necro-bump this 2020: http://gamrconnect.vgchartz.com/thread.php?id=229249
Bumb in 2021: http://gamrconnect.vgchartz.com/post.php?id=9047071