The MSX standard is different... There are 2 "main" standards for DB9 connections, the "Sega/Atari standard" and the "Japanese Standard"
AFAIK they just have 1 wire swichted, for the 2nd button. So you don't have a button 2 using an MSX/X68000/PC-88/FM-Towns/whatever controller on an Amiga/Atari ST/Master System/SG-1000/Atari 7800/whatever , and the opposite is also true.
For the Mega-Drive to work just like a Master System pad, you just have to remove one or two wires from the DB9.. I have to check it again, but I think you just have to remove the "Select" and the "+5V" wires... it's easy to build an adapter. I just think this "WHDLoad works with Master System but not with Mega-Drive" pads a little.. nonsense. I don't know how the hardware would be able to tell the difference to the point that just the 2nd button doesn't work. But without doing a real test, I may be just saying bollocks
Fun Fact: The Atari 2600 had 2 button support since day one too, but the controllers were built with just one button for whatever reason. Some people have been patching games to use with Flash Carts supporting 2 buttons, and both Mega-Drive and Master System pads immediately work, no need for any modifications hardware-wise.
One game I know it was patched is Defender, so the smart bomb is now on the 2nd button, instead of forcing you to go to the bottom of the screen to use it.