Partially revert "Revert "Audit uses of IsRunning and GetState""

This reverts the revert commit bc67fc97c3,
except for the changes in BaseConfigLoader.cpp, which caused the bug
that made us revert 72cf2bdb87. PR 12917
contains an improved change to BaseConfigLoader.cpp, which can be merged
(or rejected) independently.

A few changes have also been made based on review comments.

Source/Core/DolphinQt/NetPlay/NetPlayDialog.cpp

@@ -806,9 +806,11 @@ void NetPlayDialog::DisplayMessage(const QString& msg, const std::string& color,
   QColor c(color.empty() ? QStringLiteral("white") : QString::fromStdString(color));
 
   if (g_ActiveConfig.bShowNetPlayMessages && Core::IsRunning(Core::System::GetInstance()))
+  {
     g_netplay_chat_ui->AppendChat(msg.toStdString(),
                                   {static_cast<float>(c.redF()), static_cast<float>(c.greenF()),
                                    static_cast<float>(c.blueF())});
+  }
 }
 
 void NetPlayDialog::AppendChat(const std::string& msg)