is saving before important battles such as legendary pokemon cheating?

I wouldn't say so with legendary Pokémon for sure. If you fail to catch it or it knocks out your entire team you'd have to spend more money on Poke Balls and go all the way pack to where it was to try it again which is just a big waste of time and money imo. Not to mention if you forgot something, like a specific Poke Ball or healing items and you fail the first time, you can go back and get those things without wasting all of the items you had before hand.

For certain battles like rivals and E4, I wouldn't call it cheating per say. I always thought of it focusing more on not wanting to challenge them until you know you're ready and/or not wanting to pay them money should you lose due to certain circumstances.