So, apparently libaio.so.1 was not installed:
fremu@FREMU:~$ ldd ~/.config/retroarch/cores/pcsx2_libretro.so
linux-vdso.so.1 (0x00007fffff1e0000)
libz.so.1 => /lib/x86_64-linux-gnu/libz.so.1 (0x00007f77fd3f9000)
libaio.so.1 => not found
libGL.so.1 => /lib/x86_64-linux-gnu/libGL.so.1 (0x00007f77fd372000)
libGLU.so.1 => /lib/x86_64-linux-gnu/libGLU.so.1 (0x00007f77fd31c000)
librt.so.1 => /lib/x86_64-linux-gnu/librt.so.1 (0x00007f77fd317000)
libstdc++.so.6 => /lib/x86_64-linux-gnu/libstdc++.so.6 (0x00007f77f09d6000)
libm.so.6 => /lib/x86_64-linux-gnu/libm.so.6 (0x00007f77f08ef000)
libgcc_s.so.1 => /lib/x86_64-linux-gnu/libgcc_s.so.1 (0x00007f77fd2f5000)
libpthread.so.0 => /lib/x86_64-linux-gnu/libpthread.so.0 (0x00007f77fd2f0000)
libc.so.6 => /lib/x86_64-linux-gnu/libc.so.6 (0x00007f77f06c7000)
/lib64/ld-linux-x86-64.so.2 (0x00007f77fd429000)
libGLdispatch.so.0 => /lib/x86_64-linux-gnu/libGLdispatch.so.0 (0x00007f77f060f000)
libGLX.so.0 => /lib/x86_64-linux-gnu/libGLX.so.0 (0x00007f77f05d9000)
libOpenGL.so.0 => /lib/x86_64-linux-gnu/libOpenGL.so.0 (0x00007f77f05ad000)
libX11.so.6 => /lib/x86_64-linux-gnu/libX11.so.6 (0x00007f77f046d000)
libxcb.so.1 => /lib/x86_64-linux-gnu/libxcb.so.1 (0x00007f77f0443000)
libXau.so.6 => /lib/x86_64-linux-gnu/libXau.so.6 (0x00007f77f043d000)
libXdmcp.so.6 => /lib/x86_64-linux-gnu/libXdmcp.so.6 (0x00007f77f0433000)
libbsd.so.0 => /lib/x86_64-linux-gnu/libbsd.so.0 (0x00007f77f041b000)
libmd.so.0 => /lib/x86_64-linux-gnu/libmd.so.0 (0x00007f77f040e000)
I installed it and it is now linked but can’t test just yet:
fremu@FREMU:~$ ldd ~/.config/retroarch/cores/pcsx2_libretro.so
linux-vdso.so.1 (0x00007fff83343000)
libz.so.1 => /lib/x86_64-linux-gnu/libz.so.1 (0x00007f360b225000)
libaio.so.1 => /lib/x86_64-linux-gnu/libaio.so.1 (0x00007f360b220000)
libGL.so.1 => /lib/x86_64-linux-gnu/libGL.so.1 (0x00007f360b199000)
libGLU.so.1 => /lib/x86_64-linux-gnu/libGLU.so.1 (0x00007f360b143000)
librt.so.1 => /lib/x86_64-linux-gnu/librt.so.1 (0x00007f360b13e000)
libstdc++.so.6 => /lib/x86_64-linux-gnu/libstdc++.so.6 (0x00007f35fe7d6000)
libm.so.6 => /lib/x86_64-linux-gnu/libm.so.6 (0x00007f35fe6ef000)
libgcc_s.so.1 => /lib/x86_64-linux-gnu/libgcc_s.so.1 (0x00007f360b11c000)
libpthread.so.0 => /lib/x86_64-linux-gnu/libpthread.so.0 (0x00007f360b117000)
libc.so.6 => /lib/x86_64-linux-gnu/libc.so.6 (0x00007f35fe4c7000)
/lib64/ld-linux-x86-64.so.2 (0x00007f360b255000)
libGLdispatch.so.0 => /lib/x86_64-linux-gnu/libGLdispatch.so.0 (0x00007f35fe40f000)
libGLX.so.0 => /lib/x86_64-linux-gnu/libGLX.so.0 (0x00007f35fe3db000)
libOpenGL.so.0 => /lib/x86_64-linux-gnu/libOpenGL.so.0 (0x00007f35fe3af000)
libX11.so.6 => /lib/x86_64-linux-gnu/libX11.so.6 (0x00007f35fe26f000)
libxcb.so.1 => /lib/x86_64-linux-gnu/libxcb.so.1 (0x00007f35fe245000)
libXau.so.6 => /lib/x86_64-linux-gnu/libXau.so.6 (0x00007f360b10f000)
libXdmcp.so.6 => /lib/x86_64-linux-gnu/libXdmcp.so.6 (0x00007f360b107000)
libbsd.so.0 => /lib/x86_64-linux-gnu/libbsd.so.0 (0x00007f35fe22d000)
libmd.so.0 => /lib/x86_64-linux-gnu/libmd.so.0 (0x00007f360b0f8000)
Why would this not have been installed as a dependency since I installed RA from the Stable PPA?
John