So, well, I screwed up. I plugged in the NEX and listened to each speaker separately. My friend was right, NES Mega Man games had mono Sound. So Capcom did right making the MM9 soundtrack in Mono. As I had said before, it wasn't some kind of dealbreaker for me, I love the game regardless. 

I found a website that does make NES soundtracks into Stereo but it's not the version I heard of the MM2 Soundtrack so I'm still at a loss for where my version came from. Shame I don't remember where I got it, that might be helpful info for finding out exactly how it came about.