Not sure if this helps, but for me I had to place the neogeo.zip BIOS file in my fba roms directory (/home/pi/RetroPie/roms/fba), leaving it zipped.
If this still doesn’t work, you might want to try another neogeo.zip BIOS file. Also, once I initially got the NEOGEO games to run I noticed that the few games I had would run but they were weirdly missing sprites (usually foreground ones like characters). I got them from another source and this sorted the problem. Seems you definitely need the exact type of ROM for the games to work properly.
Don’t forget to edit your fba2x.cfg file in /home/pi/RetroPie/emulators/pifba/fba2x to map the controls, optional visual effects, etc as it doesn’t use the Retroarch core.