That's weird. Are you making sure that in Dolphin, you're saving the file with its extension? That might help, but IDK.
Also, as a side-note, Puggsoy's VGS Converter says that it's compatible with .fsb files, so when you finally get the files to extract properly, you could use this program with it. It may not work with this game though, but it's worth a shot.
Also, as a side-note, Puggsoy's VGS Converter says that it's compatible with .fsb files, so when you finally get the files to extract properly, you could use this program with it. It may not work with this game though, but it's worth a shot.