whether the save has been PKHeX'd should make no difference to CITRA, cause it'll be indistinguishable from a normal save.
Perhaps you're only supposed to turn on the cheats after the save is loaded, or maybe CITRA is storing some data about the previous save somewhere else, so when you loaded a different save, it 'notices' the difference.
In any case, issue solved, locking thread.
edit: anyway, just informing you that Pokémon doesn't run well on CITRA. It'll lock up randomly across gameplay, and there is no true solution besides playing the games on a 3DS.