SNES cartridges equipped with the Super FX processor use significantly more power than normal game cartridges. If a Super FX game is used with special controllers or accessories, which can use more power than normal controllers, it is possible to overload the stock AC adapter.
As such, with limited exceptions, Super FX games must check the accessories inserted into the console at startup and display an error message instead of starting the game if it finds anything other than a normal controller. From the SNES development manual, book II, page 2-1-5 (via this forum thread):
1.5.7 — Current Consumption
A game pak which contains the Super FX is required to have a built-in safety program to prevent it from operating in excess of the maximum current rating of the AC Adapter. For example, a game pak which contains the Super FX can not be used with Multi Player 5 because this would exceed the maximum current rating. A program must be included within the game pak which will check accessory IDs and activate the Super FX only if an acceptable accessory is connected. If an accessory ID other than those acceptable is detected, a warning message must be displayed and the Super FX must halt.
Some accessories may be used, depending upon the size of ROM and RAM included in the game pak and the Super FX operating frequency. [...]