Nintendo has posted a FAQ for their Switch Online service that revealed a few new caveats to the service, including details not privy in the recent Nintendo Direct. Among them, the 20+ NES games will require your system to check in online every 7 days.
With regards to cloud save data, you’ll lose access to them if you let your membership expire or cancel it, as Nintendo does not guarantee its preservation. NES game saves can be stored locally, however, but still adhere to the online check-in process.
Nintendo Switch Online launches next week on September 18th. Upon its launch, a membership is required to play online multiplayer in numerous games. If you opt to try a 7-day trial, you’ll be automatically charged for 1-month of service once it expires unless you opt out.