There is only one file type that uses the .NSFE extension:
Extended NES Sound Format File
An NSFE file contains music from a Nintendo game. It is similar to the .NSF audio file but is saved in the Extended Nintendo Sound Format (NSFe), which supports metadata, such as track titles and track duration.
You most likely will only encounter an NSFE file if you enjoy listening to music ripped from an original Nintendo (NES?Famicom) game. Users typically rip the music and save it as an NSF file, then convert the file to the NSFE file.
The NSFe format was developed to support additional data that the NSF format does not support. It can be played by a variety of audio players, including VLC media player, Cog, and Audio Overload.
Updated: December 17, 2019