Tough to diagnose much more without seeing your exact steps.

Maybe try going with the RetroPie default Mame emulator setup, which I believe allows roms to be copied into the /home/pi/RetroPie/roms/mame directory? You probably don’t need the performance boost of more optimized mame4all if you’re only playing older games like Galaga.

Or maybe the rom files you’re trying aren’t supported? You definitely don’t want to unzip the contents of the rom .zip files so that also might be creating problems.