While Kega Fusion supports Sega CD emulation, there are notable audio sync issues. Kega is not recommended for CD emulation.
On Windows 8.0 and later, a incompatibility issue (related to DirectDraw support in these operating systems being further deprecated) causes the emulator to drop frames or freeze entirely in the case of Windows 10 and later, when attempting to switch to full-screen mode. However, this can be easily fixed by right-clicking on Fusion.exe > Properties > Compatibility > check "Disable Fullscreen Optimizations.
But Kega Fusion has the most traditional UI, so I can see why people would use Kega Fusion for that.
Because PicoDrive and Genesis Plus GX are essentially RetroArch only. And Ares has a pretty bad UI IMO.