Looping back to the menu is the system’s generic way of saying “error.” It could be caused by a number of things. If you want to find out more specifically what the problem is, plug in your keyboard, select the rom, and when it loops back to the menu, hit F4, then tell us what’s written on the screen.

Another thought is that the image you used may be an outdated version. Did you install an image with Retroarch and Emulationstation already installed? When I did that, I had the same issue–90% of my roms looped back to the menu. I might suggest installing the regular raspbian image and running the full setup script. That seemed to solve most of my problems.